-52.3%
TEAM vs BLK
+32.0%
-84.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -1.2% |
| 7D | -5.2% | -3.3% | -1.9% | -2.6% |
| 30D | +15.8% | -6.5% | +22.3% | +22.2% |
| 3M | +101.5% | +6.7% | +94.7% | +90.8% |
| 6M | +138.2% | +14.7% | +123.4% | +108.1% |
| YTD | +10.8% | +2.5% | +8.3% | +5.0% |
| 1Y | +1.7% | -2.8% | +4.5% | +0.5% |
| 3Y | -16.0% | +65.9% | -81.9% | -51.8% |
| All | -52.3% | +32.0% | -84.3% | -67.1% |
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 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