+18.0%
BLK vs TTMI
+9.6%
+8.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.1% | +15.5% | +6.0% |
| 7D | +5.7% | -19.2% | +24.9% | +7.0% |
| 30D | +14.8% | -44.9% | +59.7% | +18.7% |
| 3M | +8.8% | -44.7% | +53.5% | +12.2% |
| 6M | +17.6% | -53.4% | +71.0% | +21.8% |
| YTD | +16.3% | +6.3% | +9.9% | +9.9% |
| 1Y | +18.0% | +10.7% | +7.3% | +10.7% |
| All | +18.0% | +9.6% | +8.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling