+388.1%
TSN vs BLDR
+374.7%
+13.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -1.4% | -3.0% | +1.5% | -1.1% |
| 30D | +8.5% | +20.1% | -11.6% | +5.8% |
| 3M | +5.3% | -17.5% | +22.8% | +7.4% |
| 6M | -10.5% | -16.1% | +5.6% | -9.4% |
| YTD | +3.0% | -41.0% | +44.0% | +8.2% |
| 1Y | +12.1% | -41.6% | +53.7% | +17.9% |
| 3Y | +43.1% | -50.8% | +93.9% | +49.9% |
| 5Y | -15.1% | -10.8% | -4.3% | -19.8% |
| 10Y | +14.8% | +486.3% | -471.5% | -18.1% |
| All | +388.1% | +374.7% | +13.4% | +160.9% |
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 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