+341.5%
TSM vs BLDR
-47.3%
+388.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.4% |
| 7D | -2.5% | -2.7% | +0.2% | -2.1% |
| 30D | -14.3% | +24.8% | -39.1% | -19.0% |
| 3M | -7.2% | -11.7% | +4.4% | -5.1% |
| 6M | -5.1% | -14.8% | +9.6% | -2.7% |
| YTD | +28.9% | -35.9% | +64.8% | +40.2% |
| 1Y | +37.1% | -39.7% | +76.8% | +51.0% |
| 3Y | +341.5% | -45.6% | +387.0% | +362.4% |
| All | +341.5% | -47.3% | +388.8% | +362.4% |
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