+70.8%
TLT vs BLDR
+414.6%
-343.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | -0.6% | -13.3% | +12.7% | -1.0% |
| 3M | -2.7% | -12.3% | +9.5% | -3.0% |
| 6M | -5.6% | -31.5% | +25.8% | -6.5% |
| YTD | -2.8% | -36.1% | +33.3% | -3.9% |
| 1Y | -1.4% | -54.1% | +52.6% | -3.5% |
| 3Y | -1.6% | -55.8% | +54.2% | -3.2% |
| 5Y | -33.8% | +20.7% | -54.6% | -31.8% |
| 10Y | -21.1% | +390.2% | -411.4% | -11.3% |
| All | +70.8% | +414.6% | -343.9% | +116.5% |
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