+299.7%
BLK vs TRU
+225.6%
+74.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -5.2% | -9.4% | +4.2% | -1.1% |
| 30D | -7.0% | -4.1% | -2.9% | -5.5% |
| 3M | +5.7% | +13.6% | -7.9% | -1.1% |
| 6M | +11.0% | +3.6% | +7.4% | +7.6% |
| YTD | +0.9% | -9.8% | +10.7% | +3.1% |
| 1Y | -1.6% | -13.6% | +12.0% | +1.6% |
| 3Y | +64.5% | -2.0% | +66.4% | +50.5% |
| 5Y | +30.9% | -35.8% | +66.7% | +43.6% |
| 10Y | +275.1% | +142.9% | +132.2% | +134.7% |
| All | +299.7% | +225.6% | +74.1% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling