+523.8%
TPR vs BLDR
+389.2%
+134.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | 0.0% |
| 7D | +14.2% | -3.7% | +17.8% | +14.9% |
| 30D | +17.1% | +16.8% | +0.3% | +12.4% |
| 3M | -17.7% | -13.7% | -4.0% | -15.5% |
| 6M | -10.2% | -21.9% | +11.7% | -6.4% |
| YTD | +4.9% | -39.2% | +44.1% | +15.0% |
| 1Y | +36.1% | -42.6% | +78.8% | +51.0% |
| 3Y | +416.5% | -50.2% | +466.7% | +476.1% |
| 5Y | +254.8% | -7.0% | +261.8% | +236.0% |
| 10Y | +391.7% | +584.2% | -192.5% | +202.4% |
| All | +523.8% | +389.2% | +134.6% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling