+5,025.4%
BLK vs TPR
+7,380.8%
-2,355.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | -2.3% | -1.3% | -2.9% |
| 30D | -1.0% | -23.0% | +22.0% | +6.7% |
| 3M | +10.4% | -12.5% | +22.8% | +14.0% |
| 6M | +8.2% | -21.4% | +29.6% | +15.0% |
| YTD | +6.0% | -3.5% | +9.5% | +5.1% |
| 1Y | +3.3% | +17.4% | -14.0% | -4.4% |
| 3Y | +70.3% | +291.3% | -221.0% | +2.3% |
| 5Y | +34.5% | +241.9% | -207.4% | -18.4% |
| 10Y | +281.9% | +322.7% | -40.7% | +87.4% |
| All | +5,025.4% | +7,380.8% | -2,355.3% | +1,404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling