-12.6%
TLT vs BLDR
+479.0%
-491.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -3.1% |
| 30D | +1.0% | +20.1% | -19.1% | +0.9% |
| 3M | -2.7% | -17.5% | +14.8% | -2.7% |
| 6M | -4.1% | -16.1% | +11.9% | -4.1% |
| YTD | -5.4% | -41.0% | +35.7% | -5.3% |
| 1Y | -7.0% | -41.6% | +34.6% | -7.0% |
| 3Y | +2.8% | -50.8% | +53.7% | +3.4% |
| 5Y | -35.4% | -10.8% | -24.6% | -33.2% |
| All | -12.6% | +479.0% | -491.6% | +6.9% |
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