+10.6%
TMO vs BLK
+32.0%
-21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -0.6% | -3.3% | +2.7% | +0.9% |
| 30D | +1.1% | -6.5% | +7.7% | +4.2% |
| 3M | +28.3% | +6.7% | +21.6% | +23.7% |
| 6M | +23.3% | +14.7% | +8.5% | +14.5% |
| YTD | +5.5% | +2.5% | +2.9% | +2.9% |
| 1Y | +24.5% | -2.8% | +27.3% | +24.0% |
| 3Y | +19.6% | +65.9% | -46.3% | -10.1% |
| All | +10.6% | +32.0% | -21.4% | -15.3% |
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 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