+63.2%
BLK vs TT
+118.5%
-55.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -7.0% | -8.9% | +1.9% | -4.0% |
| 3M | +5.7% | -1.8% | +7.5% | +5.7% |
| 6M | +11.0% | +1.9% | +9.1% | +9.2% |
| YTD | +0.9% | +13.8% | -12.9% | -5.0% |
| 1Y | -1.6% | +6.1% | -7.8% | -5.1% |
| All | +63.2% | +118.5% | -55.3% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling