-53.1%
TE vs BLK
+146.6%
-199.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.3% |
| 7D | +0.2% | -3.3% | +3.5% | +2.1% |
| 30D | -5.9% | -6.5% | +0.6% | -2.3% |
| 3M | -45.6% | +6.7% | -52.3% | -47.8% |
| 6M | -43.4% | +14.7% | -58.1% | -47.6% |
| YTD | -31.0% | +2.5% | -33.5% | -32.4% |
| 1Y | +145.2% | -2.8% | +148.0% | +149.3% |
| 3Y | -24.1% | +65.9% | -89.9% | -37.9% |
| 5Y | -48.1% | +33.0% | -81.1% | -57.1% |
| All | -53.1% | +146.6% | -199.7% | -61.6% |
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