-6.4%
T vs BLK
+17.9%
-24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.4% | +1.9% |
| 7D | +5.5% | +5.7% | -0.3% | +5.3% |
| 30D | -8.9% | +14.8% | -23.7% | -9.2% |
| 3M | -5.6% | +8.8% | -14.4% | -5.7% |
| 6M | -14.3% | +17.6% | -31.9% | -14.4% |
| YTD | -7.9% | +16.3% | -24.2% | -8.0% |
| 1Y | -6.4% | +18.0% | -24.4% | -6.7% |
| All | -6.4% | +17.9% | -24.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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