+310.3%
TPR vs BLDR
-53.1%
+363.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.7% |
| 7D | -2.3% | -2.8% | +0.5% | -1.6% |
| 30D | -23.0% | -13.3% | -9.7% | -20.3% |
| 3M | -12.5% | -12.3% | -0.2% | -10.5% |
| 6M | -21.4% | -31.5% | +10.0% | -14.2% |
| YTD | -3.5% | -36.1% | +32.5% | +6.4% |
| 1Y | +17.4% | -54.1% | +71.4% | +41.9% |
| All | +310.3% | -53.1% | +363.4% | +375.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling