+216.4%
TER vs BLK
+32.0%
+184.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.2% |
| 7D | +6.4% | -3.3% | +9.7% | +9.2% |
| 30D | -5.7% | -6.5% | +0.8% | -0.9% |
| 3M | -0.4% | +6.7% | -7.2% | -7.8% |
| 6M | +25.8% | +14.7% | +11.1% | +9.8% |
| YTD | +96.4% | +2.5% | +93.9% | +87.5% |
| 1Y | +229.2% | -2.8% | +232.0% | +227.5% |
| 3Y | +288.1% | +65.9% | +222.3% | +136.0% |
| All | +216.4% | +32.0% | +184.4% | +127.4% |
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