+5,430.0%
TMO vs BLK
+12,998.0%
-7,568.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -0.6% | -3.3% | +2.7% | +0.5% |
| 30D | +1.1% | -6.5% | +7.7% | +3.4% |
| 3M | +28.3% | +6.7% | +21.6% | +25.0% |
| 6M | +23.3% | +14.7% | +8.5% | +17.0% |
| YTD | +5.5% | +2.5% | +2.9% | +3.7% |
| 1Y | +24.5% | -2.8% | +27.3% | +24.3% |
| 3Y | +19.6% | +65.9% | -46.3% | -1.0% |
| 5Y | +8.1% | +33.0% | -24.9% | -4.9% |
| 10Y | +336.7% | +281.2% | +55.5% | +166.4% |
| All | +5,430.0% | +12,998.0% | -7,568.0% | +1,617.8% |
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 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