+15.6%
TFC vs BLDR
+16.0%
-0.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.7% | -0.7% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | -2.5% | -16.2% | +13.7% | +2.3% |
| 3M | +4.5% | -14.4% | +19.0% | +7.8% |
| 6M | +11.0% | -32.8% | +43.8% | +22.3% |
| YTD | +5.9% | -39.2% | +45.1% | +19.4% |
| 1Y | +14.6% | -57.7% | +72.3% | +44.0% |
| 3Y | +96.7% | -55.3% | +152.0% | +129.1% |
| 5Y | +15.6% | +15.6% | 0.0% | -9.8% |
| All | +15.6% | +16.0% | -0.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling