-97.0%
TSLQ vs BLDR
+7.4%
-104.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +13.3% |
| 7D | -5.8% | -2.8% | -2.9% | -7.1% |
| 30D | -22.1% | -13.3% | -8.8% | -27.1% |
| 3M | +10.1% | -12.3% | +22.3% | +5.7% |
| 6M | -6.8% | -31.5% | +24.7% | -20.0% |
| YTD | +8.5% | -36.1% | +44.6% | -9.0% |
| 1Y | -49.7% | -54.1% | +4.4% | -64.8% |
| 3Y | -95.6% | -55.8% | -39.9% | -96.2% |
| All | -97.0% | +7.4% | -104.4% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling