+786.5%
TSEM vs BLDR
+479.0%
+307.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.2% |
| 7D | +7.0% | -3.0% | +9.9% | +7.7% |
| 30D | -29.8% | +20.1% | -49.9% | -33.5% |
| 3M | -41.9% | -17.5% | -24.4% | -40.1% |
| 6M | -45.8% | -16.1% | -29.7% | -44.9% |
| YTD | +25.1% | -41.0% | +66.1% | +36.0% |
| 1Y | +48.2% | -41.6% | +89.8% | +61.3% |
| 3Y | +476.5% | -50.8% | +527.3% | +521.6% |
| 5Y | +301.4% | -10.8% | +312.2% | +249.2% |
| All | +786.5% | +479.0% | +307.5% | +298.3% |
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