+390.5%
BLDR vs TXT
+150.9%
+239.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.2% | +4.1% |
| 7D | -2.7% | -3.5% | +0.8% | -0.4% |
| 30D | +24.8% | +15.2% | +9.7% | +14.7% |
| 3M | -11.7% | -4.5% | -7.2% | -9.0% |
| 6M | -14.8% | -6.1% | -8.7% | -11.3% |
| YTD | -35.9% | -2.0% | -33.9% | -35.3% |
| 1Y | -39.7% | +4.2% | -43.9% | -41.4% |
| 3Y | -45.6% | +14.4% | -60.0% | -50.3% |
| 5Y | -2.5% | +12.3% | -14.9% | -9.5% |
| 10Y | +597.4% | +101.8% | +495.5% | +333.1% |
| All | +390.5% | +150.9% | +239.6% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling