+1,641.8%
TSM vs BLDR
+518.5%
+1,123.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +4.4% | -10.3% | +14.7% | +7.2% |
| 30D | -7.0% | +19.6% | -26.5% | -11.9% |
| 3M | -1.8% | -17.0% | +15.2% | +1.5% |
| 6M | +2.7% | -16.7% | +19.4% | +5.3% |
| YTD | +37.1% | -39.4% | +76.5% | +51.0% |
| 1Y | +43.5% | -41.7% | +85.2% | +59.1% |
| 3Y | +341.5% | -49.9% | +391.4% | +387.2% |
| 5Y | +278.9% | -7.6% | +286.5% | +244.9% |
| 10Y | +1,641.8% | +502.3% | +1,139.5% | +927.4% |
| All | +1,641.8% | +518.5% | +1,123.3% | +927.4% |
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 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