+386.5%
BLDR vs TXT
+100.3%
+286.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -2.7% | +0.8% | -3.5% | -3.3% |
| 30D | -14.7% | -10.4% | -4.3% | -7.7% |
| 3M | -20.8% | -14.3% | -6.5% | -11.7% |
| 6M | -35.3% | -15.1% | -20.2% | -27.7% |
| YTD | -40.3% | -8.3% | -32.0% | -37.1% |
| 1Y | -56.3% | -0.7% | -55.6% | -56.5% |
| 3Y | -56.1% | +6.0% | -62.1% | -58.8% |
| 5Y | +12.9% | +12.5% | +0.4% | +1.3% |
| 10Y | +386.5% | +103.2% | +283.3% | +150.7% |
| All | +386.5% | +100.3% | +286.2% | +150.7% |
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