+303.8%
TD vs BLDR
+383.3%
-79.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -0.5% | -8.2% | +7.7% | +1.1% |
| 30D | -1.9% | -16.6% | +14.7% | +1.5% |
| 3M | +4.8% | -23.2% | +27.9% | +9.4% |
| 6M | +28.0% | -33.7% | +61.7% | +37.1% |
| YTD | +30.3% | -41.3% | +71.6% | +42.2% |
| 1Y | +59.8% | -58.8% | +118.6% | +87.0% |
| 3Y | +124.7% | -57.5% | +182.2% | +149.3% |
| 5Y | +127.0% | +12.9% | +114.1% | +90.8% |
| All | +303.8% | +383.3% | -79.5% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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