+76.5%
TNA vs BLDR
+383.3%
-306.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -1.1% |
| 7D | -7.3% | -8.2% | +1.0% | +0.3% |
| 30D | -14.2% | -16.6% | +2.5% | +0.7% |
| 3M | -4.6% | -23.2% | +18.6% | +16.3% |
| 6M | +36.9% | -33.7% | +70.7% | +90.0% |
| YTD | +42.5% | -41.3% | +83.9% | +115.9% |
| 1Y | +45.8% | -58.8% | +104.6% | +207.9% |
| 3Y | +104.7% | -57.5% | +162.1% | +304.1% |
| 5Y | -21.7% | +12.9% | -34.6% | -39.1% |
| All | +76.5% | +383.3% | -306.8% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling