+1,643.1%
TSM vs BLDR
+479.0%
+1,164.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +6.2% | -3.0% | +9.2% | +6.9% |
| 30D | -7.3% | +20.1% | -27.4% | -12.3% |
| 3M | -7.1% | -17.5% | +10.4% | -3.8% |
| 6M | +0.2% | -16.1% | +16.3% | +2.5% |
| YTD | +32.2% | -41.0% | +73.3% | +46.6% |
| 1Y | +42.8% | -41.6% | +84.4% | +58.2% |
| 3Y | +330.4% | -50.8% | +381.2% | +377.0% |
| 5Y | +263.9% | -10.8% | +274.7% | +234.0% |
| All | +1,643.1% | +479.0% | +1,164.1% | +942.3% |
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