+957.3%
TT vs BLDR
+357.1%
+600.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | -6.7% | -14.7% | +8.1% | -2.6% |
| 3M | -5.4% | -20.8% | +15.4% | +0.1% |
| 6M | +4.4% | -35.3% | +39.7% | +16.4% |
| YTD | +14.9% | -40.3% | +55.3% | +30.1% |
| 1Y | +9.3% | -56.3% | +65.5% | +34.5% |
| 3Y | +121.7% | -56.1% | +177.9% | +159.3% |
| 5Y | +148.2% | +12.9% | +135.2% | +109.6% |
| 10Y | +957.3% | +386.5% | +570.8% | +459.8% |
| All | +957.3% | +357.1% | +600.1% | +459.8% |
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