+3.3%
BLK vs TW
-15.9%
+19.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -3.6% | -2.3% | -1.3% | -3.4% |
| 30D | -1.0% | +3.9% | -4.9% | -1.4% |
| 3M | +10.4% | +5.7% | +4.7% | +9.2% |
| 6M | +8.2% | -14.5% | +22.7% | +10.1% |
| YTD | +6.0% | -0.9% | +6.9% | +5.3% |
| 1Y | +3.3% | -13.5% | +16.8% | +8.9% |
| All | +3.3% | -15.9% | +19.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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