+1,124.0%
TTMI vs BLDR
+383.3%
+740.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.6% |
| 7D | +0.7% | -8.2% | +8.9% | +3.4% |
| 30D | -8.4% | -16.6% | +8.2% | -3.3% |
| 3M | -32.5% | -23.2% | -9.3% | -27.6% |
| 6M | +32.5% | -33.7% | +66.2% | +48.4% |
| YTD | +83.2% | -41.3% | +124.6% | +112.0% |
| 1Y | +161.7% | -58.8% | +220.5% | +238.4% |
| 3Y | +890.1% | -57.5% | +947.6% | +1,104.7% |
| 5Y | +832.4% | +12.9% | +819.5% | +685.2% |
| All | +1,124.0% | +383.3% | +740.7% | +462.4% |
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 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