-36.7%
BLDR vs TXT
+9.2%
-45.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.5% | +10.2% |
| 7D | +24.4% | +10.6% | +13.7% | +15.4% |
| 30D | +24.9% | +14.4% | +10.5% | +13.4% |
| 3M | -7.8% | -2.7% | -5.0% | -6.8% |
| 6M | -5.8% | -4.7% | -1.1% | -4.1% |
| YTD | -32.5% | -0.5% | -31.9% | -36.2% |
| 1Y | -36.7% | +8.7% | -45.4% | -48.5% |
| All | -36.7% | +9.2% | -45.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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