+670.1%
TEL vs BLDR
+352.6%
+317.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -4.9% | -16.2% | +11.3% | -1.8% |
| 3M | +0.1% | -14.4% | +14.5% | +2.4% |
| 6M | +0.4% | -32.8% | +33.2% | +7.2% |
| YTD | -8.9% | -39.2% | +30.3% | -1.3% |
| 1Y | -0.3% | -57.7% | +57.4% | +15.2% |
| 3Y | +67.6% | -55.3% | +122.9% | +86.4% |
| 5Y | +50.7% | +15.6% | +35.1% | +38.3% |
| 10Y | +288.6% | +359.8% | -71.2% | +167.6% |
| All | +670.1% | +352.6% | +317.5% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling