-57.7%
BLDR vs TMF
-21.2%
-36.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -16.2% | -1.8% | -14.4% | -15.0% |
| 3M | -14.4% | -8.2% | -6.2% | -7.8% |
| 6M | -32.8% | -19.5% | -13.3% | -24.2% |
| YTD | -39.2% | -16.0% | -23.2% | -32.1% |
| 1Y | -57.7% | -22.5% | -35.2% | -51.6% |
| All | -57.7% | -21.2% | -36.5% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling