+309.3%
TEL vs BLDR
+383.3%
-74.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.9% |
| 7D | +1.6% | -8.2% | +9.8% | +4.2% |
| 30D | -0.7% | -16.6% | +16.0% | +4.7% |
| 3M | +2.4% | -23.2% | +25.6% | +9.7% |
| 6M | +4.1% | -33.7% | +37.9% | +16.1% |
| YTD | -5.8% | -41.3% | +35.5% | +8.0% |
| 1Y | +0.9% | -58.8% | +59.7% | +28.4% |
| 3Y | +72.6% | -57.5% | +130.1% | +104.5% |
| 5Y | +57.5% | +12.9% | +44.6% | +28.8% |
| All | +309.3% | +383.3% | -74.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling