-52.1%
TSLL vs BLDR
-4.3%
-47.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +7.8% |
| 7D | -14.3% | -2.7% | -11.6% | -13.0% |
| 30D | -6.2% | +24.8% | -31.0% | -19.1% |
| 3M | +21.2% | -11.7% | +32.9% | +27.5% |
| 6M | -36.6% | -14.8% | -21.8% | -33.1% |
| YTD | -47.8% | -35.9% | -11.9% | -35.7% |
| 1Y | -45.2% | -39.7% | -5.5% | -30.4% |
| 3Y | -3.3% | -45.6% | +42.3% | +24.2% |
| All | -52.1% | -4.3% | -47.9% | -64.8% |
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