+229.1%
BLDR vs TXG
+16.0%
+213.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -2.8% | +1.8% | -4.7% | -3.3% |
| 30D | -13.3% | +32.0% | -45.3% | -19.9% |
| 3M | -12.3% | +87.0% | -99.3% | -26.9% |
| 6M | -31.5% | +180.1% | -211.5% | -49.4% |
| YTD | -36.1% | +284.1% | -320.2% | -57.0% |
| 1Y | -54.1% | +361.7% | -415.8% | -71.3% |
| 3Y | -55.8% | +15.9% | -71.7% | -62.9% |
| 5Y | +20.7% | -66.2% | +86.9% | +22.5% |
| All | +229.1% | +16.0% | +213.1% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling