+64.7%
BLK vs TPR
+279.7%
-215.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -2.7% | -7.3% | +4.6% | -0.9% |
| 30D | -4.8% | -30.7% | +26.0% | +3.6% |
| 3M | +6.5% | -21.6% | +28.1% | +11.9% |
| 6M | +13.1% | -21.3% | +34.5% | +18.2% |
| YTD | +1.8% | -10.2% | +12.0% | +2.6% |
| 1Y | -1.0% | +9.5% | -10.5% | -5.7% |
| All | +64.7% | +279.7% | -215.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling