+284.6%
T vs BLK
+13,188.7%
-12,904.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.5% | -2.4% | +0.9% | -0.9% |
| 30D | +7.6% | -3.1% | +10.7% | +8.5% |
| 3M | +15.3% | +10.7% | +4.6% | +12.0% |
| 6M | -8.5% | +15.9% | -24.4% | -12.6% |
| YTD | +6.8% | +4.0% | +2.8% | +4.6% |
| 1Y | -7.2% | +1.3% | -8.5% | -8.6% |
| 3Y | +108.2% | +69.6% | +38.7% | +75.4% |
| 5Y | +66.1% | +33.8% | +32.3% | +46.7% |
| 10Y | +65.3% | +276.2% | -210.9% | +7.4% |
| All | +284.6% | +13,188.7% | -12,904.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling