-18.4%
TSCO vs BLDR
-58.1%
+39.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.6% |
| 7D | -3.1% | -8.1% | +5.0% | -1.4% |
| 30D | -4.4% | -21.5% | +17.1% | +0.5% |
| 3M | +9.7% | -21.0% | +30.7% | +14.5% |
| 6M | -32.4% | -37.1% | +4.6% | -26.3% |
| YTD | -31.7% | -42.7% | +11.0% | -24.5% |
| 1Y | -41.3% | -58.0% | +16.7% | -31.1% |
| All | -18.4% | -58.1% | +39.7% | -11.1% |
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 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