+668.0%
TSEM vs BLDR
-56.4%
+724.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +4.7% | -2.7% | +7.4% | +5.2% |
| 30D | -14.2% | -14.7% | +0.5% | -12.3% |
| 3M | -5.0% | -20.8% | +15.8% | -2.2% |
| 6M | +87.6% | -35.3% | +122.9% | +98.7% |
| YTD | +84.4% | -40.3% | +124.8% | +96.4% |
| 1Y | +235.4% | -56.3% | +291.7% | +278.1% |
| All | +668.0% | -56.4% | +724.3% | +720.4% |
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