+240.4%
TPR vs BLDR
+20.2%
+220.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | -2.3% | -2.8% | +0.5% | -1.4% |
| 30D | -23.0% | -13.3% | -9.7% | -19.5% |
| 3M | -12.5% | -12.3% | -0.2% | -10.0% |
| 6M | -21.4% | -31.5% | +10.0% | -12.1% |
| YTD | -3.5% | -36.1% | +32.5% | +9.4% |
| 1Y | +17.4% | -54.1% | +71.4% | +49.7% |
| 3Y | +291.3% | -55.8% | +347.0% | +369.5% |
| All | +240.4% | +20.2% | +220.2% | +112.6% |
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 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