-16.7%
TLN vs BLDR
-52.1%
+35.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.2% | +3.2% |
| 7D | +7.1% | -2.8% | +9.9% | +7.7% |
| 30D | -3.9% | -13.3% | +9.4% | -0.9% |
| 3M | -16.2% | -12.3% | -3.9% | -14.2% |
| 6M | -5.8% | -31.5% | +25.6% | -0.2% |
| YTD | -15.4% | -36.1% | +20.6% | -8.3% |
| 1Y | -16.7% | -54.1% | +37.4% | -6.7% |
| All | -16.7% | -52.1% | +35.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling