+328.1%
TMUS vs BLDR
+366.0%
-37.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.8% |
| 7D | -0.3% | -0.3% | +0.1% | -0.3% |
| 30D | +3.1% | -16.2% | +19.3% | +5.6% |
| 3M | +2.4% | -14.4% | +16.8% | +3.9% |
| 6M | -17.1% | -32.8% | +15.7% | -13.3% |
| YTD | -9.1% | -39.2% | +30.1% | -3.9% |
| 1Y | -23.6% | -57.7% | +34.1% | -14.9% |
| 3Y | +38.8% | -55.3% | +94.1% | +47.0% |
| 5Y | +43.0% | +15.6% | +27.3% | +20.9% |
| All | +328.1% | +366.0% | -37.9% | +167.3% |
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