-31.4%
TE vs BLK
+16.6%
-48.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -1.3% |
| 7D | +15.0% | -2.7% | +17.7% | +17.2% |
| 30D | -7.5% | -4.8% | -2.8% | -4.3% |
| 3M | -42.0% | +6.5% | -48.4% | -44.3% |
| 6M | -31.4% | +13.1% | -44.6% | -36.9% |
| All | -31.4% | +16.6% | -48.0% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling