+2,285.8%
TMO vs BLDR
+361.3%
+1,924.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -2.5% | -8.1% | +5.7% | -1.4% |
| 30D | -0.3% | -21.5% | +21.2% | +2.8% |
| 3M | +25.3% | -21.0% | +46.2% | +28.6% |
| 6M | +20.9% | -37.1% | +57.9% | +27.4% |
| YTD | +4.3% | -42.7% | +47.0% | +11.0% |
| 1Y | +27.0% | -58.0% | +85.0% | +40.5% |
| 3Y | +17.5% | -57.8% | +75.4% | +27.8% |
| 5Y | +6.9% | +10.3% | -3.3% | +1.8% |
| 10Y | +332.0% | +367.3% | -35.3% | +229.4% |
| All | +2,285.8% | +361.3% | +1,924.5% | +1,269.2% |
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