+31.2%
BLK vs TPR
+225.0%
-193.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | -2.7% | -7.3% | +4.6% | -0.4% |
| 30D | -4.8% | -30.7% | +26.0% | +5.8% |
| 3M | +6.5% | -21.6% | +28.1% | +13.5% |
| 6M | +13.2% | -21.3% | +34.5% | +19.7% |
| YTD | +1.8% | -10.2% | +12.0% | +2.8% |
| 1Y | -1.0% | +9.5% | -10.5% | -6.9% |
| 3Y | +66.0% | +280.8% | -214.8% | -5.0% |
| 5Y | +31.2% | +218.7% | -187.5% | -23.2% |
| All | +31.2% | +225.0% | -193.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling