+131.2%
TLT vs BLK
+4,277.5%
-4,146.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.2% |
| 30D | -0.3% | -3.1% | +2.8% | -0.6% |
| 3M | -1.7% | +10.7% | -12.4% | -0.6% |
| 6M | -4.9% | +15.9% | -20.8% | -3.3% |
| YTD | -2.8% | +4.0% | -6.8% | -2.2% |
| 1Y | -4.2% | +1.3% | -5.5% | -3.8% |
| 3Y | -1.1% | +69.6% | -70.7% | +5.5% |
| 5Y | -33.7% | +33.8% | -67.5% | -30.9% |
| 10Y | -20.7% | +276.2% | -296.8% | -2.3% |
| All | +131.2% | +4,277.5% | -4,146.3% | +277.4% |
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 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