+275.1%
BLK vs TNA
+86.1%
+189.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -3.3% | -7.3% | +4.0% | -1.2% |
| 30D | -6.5% | -14.2% | +7.6% | -2.4% |
| 3M | +6.7% | -4.6% | +11.3% | +7.7% |
| 6M | +14.7% | +36.9% | -22.2% | +2.9% |
| YTD | +2.5% | +42.5% | -40.0% | -9.6% |
| 1Y | -2.8% | +45.8% | -48.5% | -15.8% |
| 3Y | +65.9% | +104.7% | -38.8% | +17.1% |
| 5Y | +33.0% | -21.7% | +54.7% | +12.2% |
| All | +275.1% | +86.1% | +189.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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