-36.7%
BLDR vs TXG
+406.9%
-443.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.8% | +8.9% |
| 7D | +24.4% | -19.3% | +43.6% | +27.1% |
| 30D | +24.9% | -30.9% | +55.9% | +30.3% |
| 3M | -7.8% | +41.1% | -48.9% | -16.7% |
| 6M | -5.8% | +211.9% | -217.6% | -27.7% |
| YTD | -32.5% | +314.0% | -346.4% | -49.8% |
| 1Y | -36.7% | +405.4% | -442.1% | -53.1% |
| All | -36.7% | +406.9% | -443.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling