+33.0%
BLK vs TXG
-62.8%
+95.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.1% |
| 7D | -3.3% | +9.5% | -12.8% | -4.8% |
| 30D | -6.5% | +18.8% | -25.3% | -9.3% |
| 3M | +6.7% | +136.1% | -129.4% | -8.6% |
| 6M | +14.7% | +235.2% | -220.5% | -8.5% |
| YTD | +2.5% | +320.5% | -318.0% | -22.0% |
| 1Y | -2.8% | +425.2% | -428.0% | -30.0% |
| 3Y | +65.9% | +42.9% | +23.0% | +43.3% |
| All | +33.0% | -62.8% | +95.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling