+45.7%
TSN vs BLDR
-49.4%
+95.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | -10.3% | +10.0% | +0.5% |
| 30D | +11.8% | +19.6% | -7.8% | +10.2% |
| 3M | +7.1% | -17.0% | +24.1% | +8.2% |
| 6M | -9.2% | -16.7% | +7.6% | -8.5% |
| YTD | +4.8% | -39.4% | +44.2% | +7.7% |
| 1Y | +11.6% | -41.7% | +53.3% | +15.0% |
| All | +45.7% | -49.4% | +95.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling