+419.8%
TXN vs BLDR
+383.3%
+36.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.2% |
| 7D | +4.0% | -8.2% | +12.2% | +6.3% |
| 30D | -2.9% | -16.6% | +13.8% | +1.6% |
| 3M | -9.1% | -23.2% | +14.1% | -3.7% |
| 6M | +36.6% | -33.7% | +70.4% | +49.5% |
| YTD | +57.5% | -41.3% | +98.8% | +76.7% |
| 1Y | +49.5% | -58.8% | +108.3% | +83.7% |
| 3Y | +76.5% | -57.5% | +134.0% | +105.8% |
| 5Y | +62.4% | +12.9% | +49.5% | +40.3% |
| All | +419.8% | +383.3% | +36.4% | +197.8% |
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