+3,067.6%
BLDR vs TMF
-70.3%
+3,137.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.3% | -3.4% | -6.9% | -10.8% |
| 30D | +19.6% | +11.5% | +8.1% | +21.4% |
| 3M | -17.0% | -4.5% | -12.5% | -17.8% |
| 6M | -16.7% | -15.0% | -1.8% | -19.3% |
| YTD | -39.4% | -19.9% | -19.6% | -41.9% |
| 1Y | -41.7% | -26.6% | -15.1% | -44.9% |
| 3Y | -49.9% | -29.8% | -20.0% | -52.5% |
| 5Y | -7.6% | -88.2% | +80.6% | -45.5% |
| 10Y | +502.3% | -81.4% | +583.7% | +388.7% |
| All | +3,067.6% | -70.3% | +3,137.9% | +4,496.9% |
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