+193.7%
BLK vs TW
+206.7%
-13.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -3.3% | -4.5% | +1.2% | -1.6% |
| 30D | -6.5% | -2.3% | -4.3% | -5.7% |
| 3M | +6.7% | +2.6% | +4.2% | +4.9% |
| 6M | +14.7% | -17.5% | +32.3% | +22.2% |
| YTD | +2.5% | -5.3% | +7.8% | +2.7% |
| 1Y | -2.8% | -14.8% | +12.0% | +1.5% |
| 3Y | +65.9% | +18.8% | +47.0% | +45.0% |
| 5Y | +33.0% | +20.7% | +12.3% | +12.0% |
| All | +193.7% | +206.7% | -13.0% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling