-1.1%
TLT vs BLDR
-54.9%
+53.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -16.2% | +15.9% | +1.3% |
| 3M | -1.7% | -14.4% | +12.7% | -0.6% |
| 6M | -4.9% | -32.8% | +27.9% | -2.0% |
| YTD | -2.8% | -39.2% | +36.4% | +0.8% |
| 1Y | -4.2% | -57.7% | +53.5% | +2.8% |
| 3Y | -1.1% | -55.3% | +54.2% | -3.1% |
| All | -1.1% | -54.9% | +53.8% | -3.1% |
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