-1.6%
BLK vs TPR
+9.7%
-11.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -5.2% | -5.1% | 0.0% | -4.2% |
| 30D | -7.0% | -27.6% | +20.5% | -1.3% |
| 3M | +5.7% | -17.5% | +23.1% | +8.2% |
| 6M | +11.0% | -21.3% | +32.3% | +14.3% |
| YTD | +0.9% | -8.5% | +9.4% | +1.2% |
| 1Y | -1.6% | +11.5% | -13.1% | -4.3% |
| All | -1.6% | +9.7% | -11.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling