+15.5%
TFC vs BLDR
-58.0%
+73.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | -2.3% | -14.7% | +12.4% | +0.2% |
| 3M | +2.5% | -20.8% | +23.3% | +6.0% |
| 6M | +9.5% | -35.3% | +44.8% | +17.1% |
| YTD | +5.1% | -40.3% | +45.4% | +13.6% |
| 1Y | +15.5% | -56.3% | +71.8% | +28.4% |
| All | +15.5% | -58.0% | +73.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling