+1,815.4%
TSM vs BLDR
+357.1%
+1,458.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +4.8% | -2.7% | +7.5% | +5.4% |
| 30D | +4.0% | -14.7% | +18.7% | +7.9% |
| 3M | +2.0% | -20.8% | +22.8% | +7.1% |
| 6M | +25.5% | -35.3% | +60.8% | +38.2% |
| YTD | +44.0% | -40.3% | +84.3% | +60.8% |
| 1Y | +75.4% | -56.3% | +131.7% | +110.3% |
| 3Y | +406.7% | -56.1% | +462.9% | +482.2% |
| 5Y | +285.0% | +12.9% | +272.1% | +238.8% |
| 10Y | +1,815.4% | +386.5% | +1,428.9% | +1,141.8% |
| All | +1,815.4% | +357.1% | +1,458.3% | +1,141.8% |
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