+80.5%
TSEM vs BLDR
-38.1%
+118.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.3% | -18.0% | -8.3% |
| 7D | -23.1% | +24.4% | -47.5% | -23.1% |
| 30D | -40.4% | +24.9% | -65.3% | -40.3% |
| 3M | -37.9% | -7.8% | -30.1% | -36.5% |
| 6M | -30.8% | -5.8% | -25.0% | -29.7% |
| YTD | +26.7% | -32.5% | +59.2% | +28.2% |
| 1Y | +80.5% | -36.7% | +117.2% | +86.0% |
| All | +80.5% | -38.1% | +118.6% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling