-2.0%
TLT vs BLK
+66.0%
-68.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | -1.1% | -6.5% | +5.4% | -0.5% |
| 3M | -4.9% | +6.7% | -11.6% | -5.5% |
| 6M | -5.0% | +14.7% | -19.8% | -6.4% |
| YTD | -4.4% | +2.5% | -6.9% | -4.8% |
| 1Y | -6.4% | -2.8% | -3.6% | -6.4% |
| 3Y | -2.0% | +65.9% | -67.9% | -14.8% |
| All | -2.0% | +66.0% | -68.0% | -14.8% |
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