-97.2%
TSLQ vs BLDR
+0.2%
-97.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | -0.8% |
| 7D | -8.0% | -2.7% | -5.3% | -9.5% |
| 30D | -23.8% | -14.7% | -9.1% | -29.5% |
| 3M | -7.0% | -20.8% | +13.8% | -15.6% |
| 6M | -17.1% | -35.3% | +18.2% | -31.2% |
| YTD | +0.1% | -40.3% | +40.4% | -19.3% |
| 1Y | -51.2% | -56.3% | +5.1% | -66.8% |
| 3Y | -95.9% | -56.1% | -39.8% | -96.5% |
| All | -97.2% | +0.2% | -97.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling