-50.8%
BLDR vs TW
+44.1%
-94.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +1.0% |
| 7D | -3.0% | +3.9% | -6.9% | -2.8% |
| 30D | +20.1% | +19.9% | +0.2% | +21.3% |
| 3M | -17.5% | +25.9% | -43.5% | -16.4% |
| 6M | -16.1% | +21.1% | -37.2% | -14.7% |
| YTD | -41.0% | +23.9% | -64.9% | -39.7% |
| 1Y | -41.6% | +21.2% | -62.8% | -40.4% |
| 3Y | -50.8% | +44.8% | -95.6% | -52.1% |
| All | -50.8% | +44.1% | -94.9% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling