+70.1%
TXN vs BLDR
-58.1%
+128.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.1% |
| 7D | +2.0% | -8.1% | +10.1% | +4.0% |
| 30D | -8.0% | -21.5% | +13.5% | -2.7% |
| 3M | -7.8% | -21.0% | +13.2% | -3.4% |
| 6M | +32.4% | -37.1% | +69.5% | +46.1% |
| YTD | +51.7% | -42.7% | +94.4% | +70.1% |
| 1Y | +44.3% | -58.0% | +102.3% | +75.3% |
| All | +70.1% | -58.1% | +128.1% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling