+21.1%
BLDR vs TMF
-87.5%
+108.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -13.3% | -2.8% | -10.4% | -12.6% |
| 3M | -12.3% | -10.9% | -1.3% | -9.5% |
| 6M | -31.5% | -21.3% | -10.1% | -27.4% |
| YTD | -36.1% | -15.9% | -20.2% | -33.2% |
| 1Y | -54.1% | -15.7% | -38.3% | -52.1% |
| 3Y | -55.8% | -43.4% | -12.4% | -52.0% |
| All | +21.1% | -87.5% | +108.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling