+189.2%
BLK vs TXG
+22.9%
+166.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -5.2% | +5.0% | -10.2% | -6.0% |
| 30D | -7.0% | +13.5% | -20.6% | -9.2% |
| 3M | +5.7% | +128.0% | -122.4% | -9.1% |
| 6M | +11.0% | +224.4% | -213.4% | -11.1% |
| YTD | +0.9% | +307.0% | -306.1% | -22.8% |
| 1Y | -1.6% | +427.2% | -428.9% | -29.2% |
| 3Y | +64.5% | +40.2% | +24.3% | +41.1% |
| 5Y | +30.9% | -64.0% | +94.9% | +30.0% |
| All | +189.2% | +22.9% | +166.2% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling