+95.3%
TFC vs BLDR
+372.1%
-276.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.7% |
| 7D | -2.5% | -8.1% | +5.6% | +0.3% |
| 30D | -2.8% | -21.5% | +18.6% | +5.1% |
| 3M | +2.1% | -21.0% | +23.1% | +8.9% |
| 6M | +10.1% | -37.1% | +47.2% | +25.9% |
| YTD | +5.4% | -42.7% | +48.1% | +23.4% |
| 1Y | +16.3% | -58.0% | +74.3% | +50.9% |
| 3Y | +95.9% | -57.8% | +153.7% | +139.5% |
| 5Y | +16.0% | +10.3% | +5.7% | -7.1% |
| All | +95.3% | +372.1% | -276.8% | -15.7% |
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