-9.0%
TSCO vs BLDR
+8.3%
-17.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.4% |
| 7D | -3.1% | -8.1% | +5.0% | -1.1% |
| 30D | -4.4% | -21.5% | +17.1% | +1.3% |
| 3M | +9.7% | -21.0% | +30.7% | +15.3% |
| 6M | -32.4% | -37.1% | +4.6% | -25.2% |
| YTD | -31.7% | -42.7% | +11.0% | -23.1% |
| 1Y | -41.3% | -58.0% | +16.7% | -28.9% |
| 3Y | -18.3% | -57.8% | +39.5% | -7.0% |
| All | -9.0% | +8.3% | -17.3% | -28.6% |
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