-8.2%
TLN vs BLDR
-42.7%
+34.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.0% |
| 30D | -4.6% | +19.1% | -23.7% | -8.6% |
| 3M | +5.2% | -12.6% | +17.8% | +8.3% |
| 6M | -6.5% | -18.7% | +12.2% | -3.4% |
| YTD | -3.6% | -38.8% | +35.2% | +7.1% |
| 1Y | -8.2% | -41.2% | +33.0% | +2.0% |
| All | -8.2% | -42.7% | +34.4% | +2.0% |
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