-9.4%
BLDR vs TCOM
+40.6%
-50.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | +20.1% | +12.1% | +8.0% | +17.7% |
| 3M | -17.5% | -3.2% | -14.3% | -17.1% |
| 6M | -16.1% | -16.6% | +0.5% | -13.8% |
| YTD | -41.0% | -39.4% | -1.6% | -36.2% |
| 1Y | -41.6% | -41.5% | -0.1% | -36.4% |
| 3Y | -50.8% | +24.4% | -75.2% | -55.2% |
| All | -9.4% | +40.6% | -50.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling