+10.3%
BLDR vs TXG
-64.0%
+74.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.6% |
| 7D | -8.1% | +5.0% | -13.1% | -9.4% |
| 30D | -21.5% | +13.5% | -35.0% | -24.3% |
| 3M | -21.0% | +128.0% | -149.0% | -38.3% |
| 6M | -37.1% | +224.4% | -261.5% | -56.1% |
| YTD | -42.7% | +307.0% | -349.7% | -62.8% |
| 1Y | -58.0% | +427.2% | -485.2% | -75.3% |
| 3Y | -57.8% | +40.2% | -98.0% | -66.4% |
| 5Y | +10.3% | -64.0% | +74.3% | +14.7% |
| All | +10.3% | -64.0% | +74.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling