-19.8%
TLT vs BLDR
+357.1%
-376.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.3% | -2.7% | +2.4% | -0.3% |
| 30D | 0.0% | -14.7% | +14.7% | 0.0% |
| 3M | -2.9% | -20.8% | +18.0% | -2.8% |
| 6M | -6.3% | -35.3% | +29.1% | -6.2% |
| YTD | -3.3% | -40.3% | +37.0% | -3.3% |
| 1Y | -4.2% | -56.3% | +52.1% | -4.3% |
| 3Y | -1.7% | -56.1% | +54.5% | -1.5% |
| 5Y | -34.9% | +12.9% | -47.8% | -31.7% |
| 10Y | -19.8% | +386.5% | -406.3% | -1.9% |
| All | -19.8% | +357.1% | -376.9% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling