-41.7%
BLDR vs TXT
+4.6%
-46.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.2% |
| 3M | -17.0% | -2.5% | -14.4% | -16.2% |
| 6M | -16.7% | -6.2% | -10.6% | -14.3% |
| YTD | -39.4% | -1.3% | -38.1% | -42.6% |
| 1Y | -41.7% | +4.3% | -46.0% | -50.4% |
| All | -41.7% | +4.6% | -46.3% | -50.4% |
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