-48.5%
TE vs BLDR
+137.2%
-185.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.9% | +14.9% | +11.5% |
| 7D | +18.2% | -0.3% | +18.6% | +18.1% |
| 30D | -13.5% | -16.2% | +2.7% | -8.9% |
| 3M | -44.6% | -14.4% | -30.2% | -42.5% |
| 6M | -24.7% | -32.8% | +8.1% | -16.4% |
| YTD | -24.3% | -39.2% | +14.9% | -14.3% |
| 1Y | +155.6% | -57.7% | +213.2% | +220.5% |
| 3Y | -18.3% | -55.3% | +37.0% | +1.5% |
| 5Y | -41.3% | +15.6% | -56.9% | -37.3% |
| All | -48.5% | +137.2% | -185.7% | -46.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling