+38.5%
TNA vs BLDR
-38.1%
+76.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -4.9% | -0.2% |
| 7D | +2.4% | +24.4% | -22.0% | -9.4% |
| 30D | -0.9% | +24.9% | -25.8% | -12.8% |
| 3M | -19.2% | -7.8% | -11.4% | -16.1% |
| 6M | -0.8% | -5.8% | +4.9% | -0.5% |
| YTD | +33.2% | -32.5% | +65.7% | +58.1% |
| 1Y | +38.5% | -36.7% | +75.2% | +73.5% |
| All | +38.5% | -38.1% | +76.6% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling