+242.5%
BLDR vs TENB
-3.6%
+246.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -2.5% |
| 7D | -8.1% | -7.1% | -1.0% | -6.0% |
| 30D | -21.5% | -15.4% | -6.1% | -17.9% |
| 3M | -21.0% | +19.5% | -40.5% | -26.7% |
| 6M | -37.1% | +54.8% | -91.9% | -47.5% |
| YTD | -42.7% | +36.1% | -78.8% | -50.6% |
| 1Y | -58.0% | +7.0% | -64.9% | -60.6% |
| 3Y | -57.8% | -27.6% | -30.3% | -56.0% |
| 5Y | +10.3% | -30.5% | +40.7% | +9.7% |
| All | +242.5% | -3.6% | +246.1% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling