+3,242.9%
BLDR vs TMF
-68.9%
+3,311.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.6% |
| 7D | -2.8% | -1.4% | -1.4% | -3.1% |
| 30D | -13.3% | -2.8% | -10.4% | -13.7% |
| 3M | -12.3% | -10.9% | -1.3% | -14.1% |
| 6M | -31.5% | -21.3% | -10.1% | -34.4% |
| YTD | -36.1% | -15.9% | -20.2% | -38.1% |
| 1Y | -54.1% | -15.7% | -38.3% | -55.5% |
| 3Y | -55.8% | -43.4% | -12.4% | -60.3% |
| 5Y | +20.7% | -87.8% | +108.5% | -28.2% |
| 10Y | +390.2% | -86.7% | +477.0% | +251.2% |
| All | +3,242.9% | -68.9% | +3,311.8% | +4,795.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling