+3,077.8%
BLDR vs TMF
-69.2%
+3,147.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | -3.7% | +1.2% | -4.9% | -3.5% |
| 30D | +16.8% | +19.7% | -3.0% | +19.8% |
| 3M | -13.7% | -2.1% | -11.7% | -14.2% |
| 6M | -21.9% | -13.4% | -8.4% | -24.1% |
| YTD | -39.2% | -16.7% | -22.5% | -41.3% |
| 1Y | -42.6% | -23.3% | -19.3% | -45.4% |
| 3Y | -50.2% | -24.8% | -25.4% | -52.2% |
| 5Y | -7.0% | -88.0% | +81.1% | -45.3% |
| 10Y | +584.2% | -84.7% | +669.0% | +415.4% |
| All | +3,077.8% | -69.2% | +3,147.0% | +4,538.4% |
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