+10.6%
TMO vs BLDR
+10.9%
-0.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | -0.6% | -8.2% | +7.6% | +1.4% |
| 30D | +1.1% | -16.6% | +17.8% | +5.4% |
| 3M | +28.3% | -23.2% | +51.5% | +35.4% |
| 6M | +23.3% | -33.7% | +57.0% | +34.0% |
| YTD | +5.5% | -41.3% | +46.8% | +17.5% |
| 1Y | +24.5% | -58.8% | +83.4% | +50.6% |
| 3Y | +19.6% | -57.5% | +77.0% | +37.1% |
| All | +10.6% | +10.9% | -0.3% | -2.9% |
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