+13,325.9%
BLK vs TT
+3,968.6%
+9,357.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.7% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.0% | -7.2% | +6.2% | +2.5% |
| 3M | +10.4% | -3.0% | +13.3% | +11.2% |
| 6M | +8.2% | +1.4% | +6.8% | +6.5% |
| YTD | +6.0% | +15.9% | -9.9% | -2.6% |
| 1Y | +3.3% | +9.4% | -6.1% | -2.8% |
| 3Y | +70.3% | +124.4% | -54.1% | +11.0% |
| 5Y | +34.5% | +138.0% | -103.5% | -15.3% |
| 10Y | +281.9% | +886.4% | -604.5% | +23.7% |
| All | +13,325.9% | +3,968.6% | +9,357.4% | +2,141.4% |
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