+386.5%
BLDR vs TAP
-51.4%
+437.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -2.7% | -5.1% | +2.4% | 0.0% |
| 30D | -14.7% | -8.4% | -6.3% | -10.8% |
| 3M | -20.8% | -3.9% | -16.9% | -19.3% |
| 6M | -35.3% | -14.4% | -21.0% | -30.3% |
| YTD | -40.3% | -14.7% | -25.6% | -35.6% |
| 1Y | -56.3% | -18.7% | -37.6% | -51.8% |
| 3Y | -56.1% | -32.6% | -23.5% | -47.7% |
| 5Y | +12.9% | -1.4% | +14.3% | +8.9% |
| 10Y | +386.5% | -50.4% | +436.8% | +408.2% |
| All | +386.5% | -51.4% | +437.8% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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