-35.3%
TSLL vs BLDR
-55.3%
+20.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.4% | -13.3% |
| 7D | +1.9% | -2.8% | +4.7% | +3.5% |
| 30D | +17.8% | -13.3% | +31.0% | +27.8% |
| 3M | -37.0% | -12.3% | -24.8% | -33.4% |
| 6M | -37.7% | -31.5% | -6.2% | -23.7% |
| YTD | -51.4% | -36.1% | -15.3% | -38.9% |
| 1Y | -23.4% | -54.1% | +30.7% | +19.4% |
| All | -35.3% | -55.3% | +20.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling