+559.7%
TLN vs BLDR
-48.6%
+608.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.0% |
| 30D | -4.6% | +19.1% | -23.7% | -8.7% |
| 3M | +5.2% | -12.6% | +17.8% | +7.3% |
| 6M | -6.5% | -18.7% | +12.2% | -3.9% |
| YTD | -3.6% | -38.8% | +35.2% | +4.3% |
| 1Y | -8.2% | -41.2% | +33.0% | -0.1% |
| 3Y | +559.7% | -49.4% | +609.1% | +653.4% |
| All | +559.7% | -48.6% | +608.3% | +653.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling