-50.8%
BLDR vs TMF
-32.2%
-18.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -3.0% | -9.3% | +6.3% | +1.1% |
| 30D | +20.1% | +1.9% | +18.2% | +19.8% |
| 3M | -17.5% | -11.2% | -6.3% | -13.2% |
| 6M | -16.1% | -17.7% | +1.6% | -8.7% |
| YTD | -41.0% | -24.5% | -16.6% | -34.1% |
| 1Y | -41.6% | -29.4% | -12.2% | -33.4% |
| 3Y | -50.8% | -33.4% | -17.4% | -49.7% |
| All | -50.8% | -32.2% | -18.6% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling