-2.5%
BLDR vs TXT
+13.0%
-15.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.2% | +3.7% |
| 7D | -2.7% | -3.5% | +0.8% | +0.2% |
| 30D | +24.8% | +15.2% | +9.7% | +11.8% |
| 3M | -11.7% | -4.5% | -7.2% | -8.5% |
| 6M | -14.8% | -6.1% | -8.7% | -10.7% |
| YTD | -35.9% | -2.0% | -33.9% | -35.7% |
| 1Y | -39.7% | +4.2% | -43.9% | -42.6% |
| 3Y | -45.6% | +14.4% | -60.0% | -52.9% |
| 5Y | -2.5% | +12.3% | -14.9% | -15.3% |
| All | -2.5% | +13.0% | -15.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling