+275.1%
BLK vs TT
+961.2%
-686.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -3.3% | -1.2% | -2.1% | -2.6% |
| 30D | -6.5% | -7.3% | +0.8% | -2.5% |
| 3M | +6.7% | -3.6% | +10.4% | +8.1% |
| 6M | +14.7% | +2.8% | +11.9% | +11.3% |
| YTD | +2.5% | +14.5% | -12.0% | -7.1% |
| 1Y | -2.8% | +7.4% | -10.2% | -9.0% |
| 3Y | +65.9% | +116.2% | -50.4% | -3.2% |
| 5Y | +33.0% | +147.4% | -114.4% | -30.6% |
| All | +275.1% | +961.2% | -686.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling