+69.5%
TLT vs BLDR
+387.6%
-318.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -1.0% | -10.3% | +9.3% | -1.3% |
| 30D | +4.1% | +19.6% | -15.4% | +4.7% |
| 3M | -0.4% | -17.0% | +16.6% | -0.8% |
| 6M | -3.2% | -16.7% | +13.6% | -3.5% |
| YTD | -3.5% | -39.4% | +35.9% | -4.7% |
| 1Y | -5.8% | -41.7% | +35.9% | -7.0% |
| 3Y | +4.6% | -49.9% | +54.4% | +3.4% |
| 5Y | -34.4% | -7.6% | -26.8% | -33.1% |
| 10Y | -11.4% | +502.3% | -513.8% | +0.5% |
| All | +69.5% | +387.6% | -318.2% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling