-34.2%
TSLL vs BLDR
-19.6%
-14.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.5% | +13.2% | +9.5% |
| 7D | -21.2% | -3.7% | -17.6% | -20.1% |
| 30D | -13.3% | +16.8% | -30.1% | -16.0% |
| 3M | +15.4% | -13.7% | +29.1% | +24.0% |
| 6M | -34.2% | -21.9% | -12.4% | -26.7% |
| All | -34.2% | -19.6% | -14.7% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling