+146.0%
TT vs BLDR
+20.2%
+125.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | -7.2% | -13.3% | +6.1% | -3.7% |
| 3M | -3.0% | -12.3% | +9.3% | -0.3% |
| 6M | +1.4% | -31.5% | +32.8% | +11.0% |
| YTD | +15.9% | -36.1% | +52.0% | +28.4% |
| 1Y | +9.4% | -54.1% | +63.5% | +32.5% |
| 3Y | +124.4% | -55.8% | +180.1% | +157.6% |
| All | +146.0% | +20.2% | +125.9% | +93.9% |
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