+275.1%
BLK vs TMF
-86.4%
+361.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -5.1% | +1.8% | -3.7% |
| 30D | -6.5% | -4.6% | -1.9% | -6.8% |
| 3M | +6.7% | -16.6% | +23.3% | +5.3% |
| 6M | +14.7% | -19.9% | +34.6% | +12.8% |
| YTD | +2.5% | -20.2% | +22.7% | +0.8% |
| 1Y | -2.8% | -27.7% | +25.0% | -5.1% |
| 3Y | +65.9% | -43.9% | +109.8% | +59.3% |
| 5Y | +33.0% | -88.4% | +121.4% | -4.3% |
| All | +275.1% | -86.4% | +361.5% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling