-58.8%
BLDR vs TXG
+453.6%
-512.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.7% |
| 7D | -8.2% | +9.5% | -17.7% | -9.9% |
| 30D | -16.6% | +18.8% | -35.4% | -19.6% |
| 3M | -23.2% | +136.1% | -159.3% | -36.5% |
| 6M | -33.7% | +235.2% | -269.0% | -49.3% |
| YTD | -41.3% | +320.5% | -361.9% | -56.7% |
| 1Y | -58.8% | +425.2% | -484.0% | -71.3% |
| All | -58.8% | +453.6% | -512.4% | -71.3% |
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