-49.1%
TSLL vs BLDR
-11.9%
-37.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.2% |
| 7D | +17.8% | -3.0% | +20.8% | +19.7% |
| 30D | +8.2% | +20.1% | -11.9% | -5.1% |
| 3M | +20.9% | -17.5% | +38.4% | +31.8% |
| 6M | -37.5% | -16.1% | -21.4% | -33.9% |
| YTD | -44.5% | -41.0% | -3.5% | -28.5% |
| 1Y | -33.0% | -41.6% | +8.6% | -14.2% |
| 3Y | -6.4% | -50.8% | +44.4% | +27.2% |
| All | -49.1% | -11.9% | -37.2% | -60.9% |
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