+502.3%
BLDR vs TXT
+98.8%
+403.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -10.3% | -0.8% | -9.5% | -9.7% |
| 30D | +19.6% | +13.4% | +6.2% | +9.4% |
| 3M | -17.0% | -2.5% | -14.4% | -15.4% |
| 6M | -16.7% | -6.2% | -10.6% | -12.9% |
| YTD | -39.4% | -1.3% | -38.1% | -39.3% |
| 1Y | -41.7% | +4.3% | -46.0% | -44.0% |
| 3Y | -49.9% | +13.2% | -63.1% | -55.1% |
| 5Y | -7.6% | +12.4% | -20.0% | -17.0% |
| 10Y | +502.3% | +94.8% | +407.5% | +241.5% |
| All | +502.3% | +98.8% | +403.5% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling