+93.6%
TFC vs BLDR
-51.2%
+144.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +0.2% |
| 7D | +0.1% | -8.2% | +8.3% | +2.2% |
| 30D | +8.6% | +16.3% | -7.6% | +4.1% |
| 3M | -4.3% | -17.0% | +12.6% | -0.5% |
| 6M | +5.4% | -17.4% | +22.8% | +8.4% |
| YTD | +4.5% | -41.6% | +46.1% | +16.9% |
| 1Y | +14.0% | -43.5% | +57.5% | +28.5% |
| All | +93.6% | -51.2% | +144.8% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling