+45.8%
TNA vs BLDR
-57.4%
+103.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.3% |
| 7D | -7.3% | -8.2% | +1.0% | -2.6% |
| 30D | -14.2% | -16.6% | +2.5% | -5.0% |
| 3M | -4.6% | -23.2% | +18.6% | +9.0% |
| 6M | +36.9% | -33.7% | +70.7% | +70.7% |
| YTD | +42.5% | -41.3% | +83.9% | +86.6% |
| 1Y | +45.8% | -58.8% | +104.6% | +132.6% |
| All | +45.8% | -57.4% | +103.2% | +132.6% |
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