+484.0%
BLDR vs TXT
+89.4%
+394.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +20.1% | +13.3% | +6.8% | +9.9% |
| 3M | -17.5% | -5.0% | -12.5% | -14.4% |
| 6M | -16.1% | -8.4% | -7.7% | -10.7% |
| YTD | -41.0% | -4.0% | -37.1% | -39.8% |
| 1Y | -41.6% | +2.8% | -44.4% | -43.3% |
| 3Y | -50.8% | +10.3% | -61.1% | -55.1% |
| 5Y | -10.8% | +9.2% | -19.9% | -18.1% |
| All | +484.0% | +89.4% | +394.6% | +236.5% |
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