+4.1%
TLT vs BLDR
-48.6%
+52.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | +3.7% | +19.1% | -15.4% | +2.0% |
| 3M | -0.7% | -12.6% | +11.9% | +0.1% |
| 6M | -4.2% | -18.7% | +14.5% | -3.2% |
| YTD | -4.0% | -38.8% | +34.9% | -1.2% |
| 1Y | -5.8% | -41.2% | +35.4% | -2.9% |
| 3Y | +4.1% | -49.4% | +53.5% | -2.0% |
| All | +4.1% | -48.6% | +52.7% | -2.0% |
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