-48.9%
TSLL vs BLDR
-39.9%
-9.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +9.4% |
| 7D | -14.3% | -2.7% | -11.6% | -13.4% |
| 30D | -6.2% | +24.8% | -31.0% | -11.8% |
| 3M | +21.2% | -11.7% | +32.9% | +27.4% |
| 6M | -36.6% | -14.8% | -21.8% | -33.4% |
| YTD | -47.8% | -35.9% | -11.9% | -39.8% |
| All | -48.9% | -39.9% | -9.0% | -41.2% |
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