-97.1%
TSLQ vs BLDR
-3.7%
-93.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +0.3% |
| 7D | +5.7% | -8.1% | +13.8% | +0.9% |
| 30D | -21.1% | -21.5% | +0.4% | -30.1% |
| 3M | -11.5% | -21.0% | +9.5% | -19.7% |
| 6M | -14.9% | -37.1% | +22.1% | -30.3% |
| YTD | +2.4% | -42.7% | +45.1% | -19.0% |
| 1Y | -49.8% | -58.0% | +8.2% | -66.5% |
| 3Y | -95.8% | -57.8% | -38.0% | -96.5% |
| All | -97.1% | -3.7% | -93.4% | -96.0% |
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