+245.7%
TSM vs BLDR
-2.4%
+248.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -14.3% | +24.8% | -39.1% | -19.9% |
| 3M | -7.2% | -11.7% | +4.4% | -5.1% |
| 6M | -5.1% | -14.8% | +9.6% | -2.8% |
| YTD | +28.9% | -35.9% | +64.8% | +41.6% |
| 1Y | +37.1% | -39.7% | +76.8% | +52.7% |
| 3Y | +341.5% | -45.6% | +387.0% | +372.9% |
| 5Y | +245.7% | -2.5% | +248.2% | +179.5% |
| All | +245.7% | -2.4% | +248.1% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling