+597.4%
BLDR vs TMF
-83.0%
+680.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +24.8% | +16.3% | +8.5% | +24.4% |
| 3M | -11.7% | -2.7% | -9.0% | -11.7% |
| 6M | -14.8% | -13.2% | -1.6% | -14.7% |
| YTD | -35.9% | -16.7% | -19.2% | -35.8% |
| 1Y | -39.7% | -22.7% | -17.0% | -39.7% |
| 3Y | -45.6% | -26.1% | -19.5% | -45.2% |
| 5Y | -2.5% | -88.4% | +85.9% | -29.6% |
| 10Y | +597.4% | -81.8% | +679.2% | +530.4% |
| All | +597.4% | -83.0% | +680.4% | +530.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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