+181.2%
TSCO vs BLDR
+383.3%
-202.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -5.7% | -8.2% | +2.6% | -3.9% |
| 30D | -8.8% | -16.6% | +7.9% | -5.2% |
| 3M | +6.3% | -23.2% | +29.5% | +11.9% |
| 6M | -32.3% | -33.7% | +1.5% | -26.7% |
| YTD | -32.7% | -41.3% | +8.6% | -25.6% |
| 1Y | -43.7% | -58.8% | +15.1% | -33.0% |
| 3Y | -19.7% | -57.5% | +37.8% | -8.8% |
| 5Y | -11.6% | +12.9% | -24.5% | -21.5% |
| All | +181.2% | +383.3% | -202.1% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling