+328.6%
TMO vs BLDR
+383.3%
-54.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | -0.6% | -8.2% | +7.6% | +1.0% |
| 30D | +1.1% | -16.6% | +17.8% | +4.6% |
| 3M | +28.3% | -23.2% | +51.5% | +34.1% |
| 6M | +23.3% | -33.7% | +57.0% | +31.9% |
| YTD | +5.5% | -41.3% | +46.8% | +15.1% |
| 1Y | +24.5% | -58.8% | +83.4% | +45.0% |
| 3Y | +19.6% | -57.5% | +77.0% | +34.5% |
| 5Y | +8.1% | +12.9% | -4.8% | +0.1% |
| All | +328.6% | +383.3% | -54.7% | +196.1% |
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