+43.0%
TMUS vs BLDR
+16.0%
+27.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.5% |
| 7D | -0.3% | -0.3% | +0.1% | -0.3% |
| 30D | +3.1% | -16.2% | +19.3% | +4.5% |
| 3M | +2.4% | -14.4% | +16.8% | +3.2% |
| 6M | -17.1% | -32.8% | +15.7% | -14.9% |
| YTD | -9.1% | -39.2% | +30.1% | -6.1% |
| 1Y | -23.6% | -57.7% | +34.1% | -18.4% |
| 3Y | +38.8% | -55.3% | +94.1% | +41.9% |
| 5Y | +43.0% | +15.6% | +27.3% | +15.5% |
| All | +43.0% | +16.0% | +27.0% | +15.5% |
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