+19.6%
TMO vs BLK
+66.0%
-46.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -0.6% | -3.3% | +2.7% | +0.7% |
| 30D | +1.1% | -6.5% | +7.7% | +3.9% |
| 3M | +28.3% | +6.7% | +21.6% | +24.0% |
| 6M | +23.3% | +14.7% | +8.5% | +14.8% |
| YTD | +5.5% | +2.5% | +2.9% | +2.9% |
| 1Y | +24.5% | -2.8% | +27.3% | +23.9% |
| 3Y | +19.6% | +65.9% | -46.3% | -16.3% |
| All | +19.6% | +66.0% | -46.4% | -16.3% |
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