+581.7%
TLN vs BLDR
-43.6%
+625.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.2% | +3.3% |
| 7D | +7.1% | -2.8% | +9.9% | +7.6% |
| 30D | -3.9% | -13.3% | +9.4% | -1.3% |
| 3M | -16.2% | -12.3% | -3.9% | -14.5% |
| 6M | -5.8% | -31.5% | +25.6% | +0.1% |
| YTD | -15.4% | -36.1% | +20.6% | -9.2% |
| 1Y | -16.7% | -54.1% | +37.4% | -5.6% |
| 3Y | +473.8% | -55.8% | +529.5% | +551.0% |
| All | +581.7% | -43.6% | +625.3% | +666.3% |
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