+7,572.4%
TSM vs BLK
+13,188.7%
-5,616.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.2% |
| 7D | +6.0% | -2.4% | +8.4% | +7.1% |
| 30D | +4.5% | -3.1% | +7.6% | +5.8% |
| 3M | +3.1% | +10.7% | -7.6% | -1.9% |
| 6M | +30.2% | +15.9% | +14.3% | +21.5% |
| YTD | +45.2% | +4.0% | +41.2% | +41.9% |
| 1Y | +79.6% | +1.3% | +78.3% | +77.1% |
| 3Y | +411.0% | +69.6% | +341.4% | +304.1% |
| 5Y | +290.7% | +33.8% | +256.9% | +238.1% |
| 10Y | +1,753.6% | +276.2% | +1,477.4% | +924.8% |
| All | +7,572.4% | +13,188.7% | -5,616.3% | +1,374.7% |
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