+1,259.9%
TSEM vs BLDR
+372.1%
+887.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -3.0% |
| 7D | +0.9% | -8.1% | +9.0% | +2.9% |
| 30D | -16.6% | -21.5% | +4.8% | -12.1% |
| 3M | -10.9% | -21.0% | +10.1% | -6.9% |
| 6M | +78.0% | -37.1% | +115.1% | +94.6% |
| YTD | +77.2% | -42.7% | +119.9% | +96.3% |
| 1Y | +207.6% | -58.0% | +265.5% | +265.8% |
| 3Y | +637.8% | -57.8% | +695.7% | +735.0% |
| 5Y | +617.0% | +10.3% | +606.7% | +493.4% |
| All | +1,259.9% | +372.1% | +887.8% | +583.6% |
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 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