+66.2%
T vs BLK
+29.9%
+36.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.4% | -5.2% | +2.7% | -1.4% |
| 30D | +4.3% | -7.0% | +11.3% | +5.8% |
| 3M | +11.6% | +5.7% | +5.9% | +10.2% |
| 6M | -5.6% | +11.0% | -16.6% | -7.9% |
| YTD | +6.6% | +0.9% | +5.7% | +5.7% |
| 1Y | -8.4% | -1.6% | -6.8% | -8.8% |
| 3Y | +107.8% | +64.5% | +43.4% | +77.4% |
| All | +66.2% | +29.9% | +36.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling