-50.8%
BLDR vs TCOM
+26.7%
-77.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | -3.0% | -1.8% | -1.2% | -2.8% |
| 30D | +20.1% | +12.1% | +8.0% | +18.4% |
| 3M | -17.5% | -3.2% | -14.3% | -17.3% |
| 6M | -16.1% | -16.6% | +0.5% | -14.5% |
| YTD | -41.0% | -39.4% | -1.6% | -37.9% |
| 1Y | -41.6% | -41.5% | -0.1% | -38.2% |
| 3Y | -50.8% | +24.4% | -75.2% | -48.6% |
| All | -50.8% | +26.7% | -77.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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