+33.0%
BLK vs TRU
-35.6%
+68.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.3% |
| 30D | -6.5% | -2.0% | -4.5% | -5.9% |
| 3M | +6.7% | +18.4% | -11.7% | -0.9% |
| 6M | +14.7% | +8.9% | +5.9% | +9.5% |
| YTD | +2.5% | -8.9% | +11.5% | +4.3% |
| 1Y | -2.8% | -15.9% | +13.1% | +1.5% |
| 3Y | +65.9% | -1.1% | +66.9% | +55.5% |
| All | +33.0% | -35.6% | +68.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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