+275.1%
BLK vs TTMI
+1,127.6%
-852.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +0.8% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -6.5% | -8.4% | +1.9% | -5.1% |
| 3M | +6.7% | -32.5% | +39.2% | +14.5% |
| 6M | +14.7% | +32.5% | -17.7% | +0.3% |
| YTD | +2.5% | +83.2% | -80.7% | -19.8% |
| 1Y | -2.8% | +161.7% | -164.4% | -33.3% |
| 3Y | +65.9% | +890.1% | -824.3% | -29.6% |
| 5Y | +33.0% | +832.4% | -799.5% | -44.5% |
| All | +275.1% | +1,127.6% | -852.5% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling