+74.3%
BLK vs TLN
+602.5%
-528.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | -2.4% | +10.9% | -13.3% | -3.8% |
| 30D | -3.1% | -6.3% | +3.2% | -2.4% |
| 3M | +10.7% | -10.7% | +21.4% | +11.8% |
| 6M | +15.9% | +1.6% | +14.3% | +14.4% |
| YTD | +4.0% | -13.1% | +17.1% | +4.6% |
| 1Y | +1.3% | -15.1% | +16.3% | +1.7% |
| 3Y | +69.6% | +495.0% | -425.4% | +31.3% |
| All | +74.3% | +602.5% | -528.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling