+14,604.7%
BLK vs TT
+3,696.9%
+10,907.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | +3.7% | +4.0% | -0.3% | +1.8% |
| 30D | +13.9% | -11.3% | +25.2% | +20.0% |
| 3M | +3.9% | -12.3% | +16.2% | +10.0% |
| 6M | +13.0% | -10.8% | +23.8% | +17.8% |
| YTD | +16.1% | +8.2% | +8.0% | +9.8% |
| 1Y | +16.8% | +1.5% | +15.3% | +13.6% |
| 3Y | +97.7% | +91.5% | +6.2% | +39.2% |
| 5Y | +42.1% | +130.2% | -88.1% | -9.4% |
| 10Y | +321.3% | +727.9% | -406.6% | +47.2% |
| All | +14,604.7% | +3,696.9% | +10,907.8% | +2,424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling