+826.9%
BLK vs TRGP
+2,246.2%
-1,419.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -7.0% | +10.0% | -17.0% | -9.1% |
| 3M | +5.7% | +7.6% | -2.0% | +3.5% |
| 6M | +11.0% | +26.8% | -15.8% | +4.6% |
| YTD | +0.9% | +60.6% | -59.7% | -9.9% |
| 1Y | -1.6% | +82.5% | -84.1% | -14.8% |
| 3Y | +64.5% | +265.0% | -200.6% | +21.4% |
| 5Y | +30.9% | +645.9% | -615.0% | -17.5% |
| 10Y | +275.1% | +850.6% | -575.5% | +94.4% |
| All | +826.9% | +2,246.2% | -1,419.3% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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