+484.0%
BLDR vs TMF
-82.1%
+566.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -3.0% | -9.3% | +6.3% | -2.7% |
| 30D | +20.1% | +1.9% | +18.2% | +20.1% |
| 3M | -17.5% | -11.2% | -6.3% | -17.2% |
| 6M | -16.1% | -17.7% | +1.6% | -15.7% |
| YTD | -41.0% | -24.5% | -16.6% | -40.8% |
| 1Y | -41.6% | -29.4% | -12.2% | -41.4% |
| 3Y | -50.8% | -33.4% | -17.4% | -50.4% |
| 5Y | -10.8% | -88.7% | +77.9% | -33.8% |
| All | +484.0% | -82.1% | +566.1% | +443.2% |
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