-97.7%
TSLQ vs BLDR
-0.9%
-96.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +4.2% |
| 7D | -16.8% | -3.0% | -13.9% | -17.8% |
| 30D | -18.0% | +20.1% | -38.1% | -9.6% |
| 3M | -34.5% | -17.5% | -17.0% | -40.4% |
| 6M | -8.9% | -16.1% | +7.2% | -13.7% |
| YTD | -19.0% | -41.0% | +22.0% | -34.8% |
| 1Y | -38.2% | -41.6% | +3.4% | -50.5% |
| 3Y | -96.9% | -50.8% | -46.1% | -97.2% |
| All | -97.7% | -0.9% | -96.8% | -96.8% |
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