-11.8%
TLT vs BLDR
+518.5%
-530.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | -1.0% | -10.3% | +9.3% | -0.9% |
| 30D | +3.7% | +19.6% | -15.9% | +3.5% |
| 3M | -0.8% | -17.0% | +16.2% | -0.7% |
| 6M | -3.6% | -16.7% | +13.2% | -3.5% |
| YTD | -3.9% | -39.4% | +35.5% | -3.9% |
| 1Y | -6.2% | -41.7% | +35.5% | -6.2% |
| 3Y | +4.2% | -49.9% | +54.0% | +4.7% |
| 5Y | -34.7% | -7.6% | -27.1% | -32.4% |
| 10Y | -11.8% | +502.3% | -514.1% | +7.8% |
| All | -11.8% | +518.5% | -530.3% | +7.8% |
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