+363.3%
BLDR vs TW
+221.1%
+142.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | -13.3% | +3.9% | -17.2% | -14.6% |
| 3M | -12.3% | +5.7% | -18.0% | -15.0% |
| 6M | -31.5% | -14.5% | -16.9% | -28.1% |
| YTD | -36.1% | -0.9% | -35.2% | -37.3% |
| 1Y | -54.1% | -13.5% | -40.6% | -52.4% |
| 3Y | -55.8% | +25.0% | -80.8% | -64.5% |
| 5Y | +20.7% | +22.7% | -1.9% | -4.3% |
| All | +363.3% | +221.1% | +142.2% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling