+188.7%
TFC vs BLDR
+414.6%
-225.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | +2.4% | -2.8% | +5.3% | +3.1% |
| 30D | -1.3% | -13.3% | +12.0% | +1.8% |
| 3M | +6.1% | -12.3% | +18.3% | +8.2% |
| 6M | +7.3% | -31.5% | +38.8% | +15.5% |
| YTD | +8.2% | -36.1% | +44.3% | +17.7% |
| 1Y | +14.4% | -54.1% | +68.5% | +33.9% |
| 3Y | +93.7% | -55.8% | +149.5% | +122.1% |
| 5Y | +16.4% | +20.7% | -4.3% | +2.9% |
| 10Y | +101.6% | +390.2% | -288.7% | +23.2% |
| All | +188.7% | +414.6% | -225.9% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling