+1,167.1%
BLK vs TMF
-68.9%
+1,235.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.6% | -1.4% | -2.2% | -3.8% |
| 30D | -1.0% | -2.8% | +1.8% | -1.4% |
| 3M | +10.4% | -10.9% | +21.3% | +8.5% |
| 6M | +8.2% | -21.3% | +29.5% | +4.2% |
| YTD | +6.0% | -15.9% | +21.9% | +3.3% |
| 1Y | +3.3% | -15.7% | +19.1% | +0.9% |
| 3Y | +70.3% | -43.4% | +113.6% | +58.2% |
| 5Y | +34.5% | -87.8% | +122.2% | -8.3% |
| 10Y | +281.9% | -86.7% | +368.7% | +202.2% |
| All | +1,167.1% | -68.9% | +1,235.9% | +1,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling