+325.1%
BLDR vs TW
+206.7%
+118.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | -8.2% | -4.5% | -3.8% | -6.6% |
| 30D | -16.6% | -2.3% | -14.4% | -16.0% |
| 3M | -23.2% | +2.6% | -25.8% | -24.7% |
| 6M | -33.7% | -17.5% | -16.2% | -29.5% |
| YTD | -41.3% | -5.3% | -36.0% | -41.5% |
| 1Y | -58.8% | -14.8% | -44.0% | -57.1% |
| 3Y | -57.5% | +18.8% | -76.3% | -65.2% |
| 5Y | +12.9% | +20.7% | -7.8% | -10.4% |
| All | +325.1% | +206.7% | +118.4% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling