-54.3%
TSLL vs BLDR
-43.8%
-10.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.5% | +13.2% | +9.7% |
| 7D | -21.2% | -3.7% | -17.6% | -20.3% |
| 30D | -13.3% | +16.8% | -30.1% | -17.0% |
| 3M | +15.4% | -13.7% | +29.1% | +21.6% |
| 6M | -34.2% | -21.9% | -12.4% | -29.5% |
| YTD | -52.9% | -39.2% | -13.7% | -45.1% |
| 1Y | -54.3% | -42.6% | -11.7% | -46.8% |
| All | -54.3% | -43.8% | -10.5% | -46.8% |
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 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