+93.7%
TFC vs BLK
+63.3%
+30.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | -2.5% | -5.2% | +2.7% | +1.1% |
| 30D | -2.8% | -7.0% | +4.2% | +1.9% |
| 3M | +2.1% | +5.7% | -3.5% | -2.5% |
| 6M | +10.1% | +11.0% | -0.9% | +0.8% |
| YTD | +5.4% | +0.9% | +4.5% | +2.6% |
| 1Y | +16.3% | -1.6% | +17.9% | +15.0% |
| All | +93.7% | +63.3% | +30.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling