-17.3%
TLN vs BLDR
-38.1%
+20.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +9.3% | -17.8% | -9.7% |
| 7D | -6.0% | +24.4% | -30.4% | -9.9% |
| 30D | -1.5% | +24.9% | -26.5% | -5.8% |
| 3M | -3.9% | -7.8% | +3.9% | -1.3% |
| 6M | -15.0% | -5.8% | -9.3% | -14.1% |
| YTD | -12.8% | -32.5% | +19.6% | -4.3% |
| 1Y | -17.3% | -36.7% | +19.4% | -9.2% |
| All | -17.3% | -38.1% | +20.8% | -9.2% |
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