+290.7%
TSM vs BLDR
+16.0%
+274.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +3.7% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | +4.5% | -16.2% | +20.7% | +9.4% |
| 3M | +3.1% | -14.4% | +17.5% | +6.4% |
| 6M | +30.2% | -32.8% | +63.0% | +43.4% |
| YTD | +45.2% | -39.2% | +84.4% | +63.1% |
| 1Y | +79.6% | -57.7% | +137.2% | +122.0% |
| 3Y | +411.0% | -55.3% | +466.3% | +484.4% |
| 5Y | +290.7% | +15.6% | +275.1% | +206.5% |
| All | +290.7% | +16.0% | +274.7% | +206.5% |
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