+4,130.0%
BLK vs TRI
+509.5%
+3,620.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | -3.3% | -7.9% | +4.6% | +1.1% |
| 30D | -6.5% | -4.5% | -2.0% | -4.7% |
| 3M | +6.7% | +22.1% | -15.4% | -7.6% |
| 6M | +14.7% | -2.8% | +17.5% | +10.3% |
| YTD | +2.5% | -23.4% | +25.9% | +11.0% |
| 1Y | -2.8% | -41.5% | +38.8% | +24.1% |
| 3Y | +65.9% | -19.2% | +85.1% | +66.7% |
| 5Y | +33.0% | -9.4% | +42.4% | +23.0% |
| 10Y | +281.2% | +195.6% | +85.6% | +61.6% |
| All | +4,130.0% | +509.5% | +3,620.6% | +1,066.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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