+277.6%
TSM vs BLK
+29.1%
+248.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | +2.6% | -5.2% | +7.8% | +6.1% |
| 30D | +1.4% | -7.0% | +8.5% | +5.9% |
| 3M | +5.0% | +5.7% | -0.7% | +0.4% |
| 6M | +24.0% | +11.0% | +12.9% | +14.7% |
| YTD | +41.6% | +0.9% | +40.7% | +38.9% |
| 1Y | +66.2% | -1.6% | +67.8% | +65.0% |
| 3Y | +398.2% | +64.5% | +333.8% | +249.1% |
| 5Y | +277.6% | +30.9% | +246.8% | +192.1% |
| All | +277.6% | +29.1% | +248.5% | +192.1% |
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