+256.1%
TPR vs BLDR
-8.6%
+264.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.5% |
| 7D | +14.2% | -3.7% | +17.8% | +15.1% |
| 30D | +17.1% | +16.8% | +0.3% | +10.1% |
| 3M | -17.7% | -13.7% | -4.0% | -14.6% |
| 6M | -10.2% | -21.9% | +11.7% | -4.9% |
| YTD | +4.9% | -39.2% | +44.1% | +19.8% |
| 1Y | +36.1% | -42.6% | +78.8% | +58.2% |
| 3Y | +416.5% | -50.2% | +466.7% | +481.5% |
| All | +256.1% | -8.6% | +264.8% | +148.9% |
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