+124.3%
TDG vs BLDR
+10.9%
+113.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -1.9% | -8.2% | +6.4% | +0.1% |
| 30D | -7.7% | -16.6% | +8.9% | -3.8% |
| 3M | -9.3% | -23.2% | +13.8% | -4.2% |
| 6M | -9.4% | -33.7% | +24.4% | -1.4% |
| YTD | -14.3% | -41.3% | +27.1% | -4.9% |
| 1Y | -11.8% | -58.8% | +47.0% | +6.2% |
| 3Y | +52.0% | -57.5% | +109.4% | +69.1% |
| All | +124.3% | +10.9% | +113.4% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling