+73.5%
TFC vs BLDR
+473.7%
-400.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +0.5% |
| 7D | +0.1% | -8.2% | +8.3% | +2.9% |
| 30D | +8.6% | +16.3% | -7.6% | +2.4% |
| 3M | -4.3% | -17.0% | +12.6% | +0.6% |
| 6M | +5.4% | -17.4% | +22.8% | +9.3% |
| YTD | +4.5% | -41.6% | +46.1% | +20.5% |
| 1Y | +14.0% | -43.5% | +57.5% | +32.5% |
| 3Y | +93.4% | -51.6% | +145.0% | +123.4% |
| 5Y | +0.5% | -11.6% | +12.1% | -12.9% |
| All | +73.5% | +473.7% | -400.1% | -28.9% |
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