+502.3%
BLDR vs TAP
-47.8%
+550.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -10.3% | -8.0% | -2.3% | -6.3% |
| 30D | +19.6% | +4.1% | +15.5% | +17.5% |
| 3M | -17.0% | -4.4% | -12.6% | -15.0% |
| 6M | -16.7% | -1.9% | -14.8% | -16.0% |
| YTD | -39.4% | -12.1% | -27.4% | -35.5% |
| 1Y | -41.7% | -12.0% | -29.6% | -38.0% |
| 3Y | -49.9% | -25.0% | -24.8% | -43.3% |
| 5Y | -7.6% | -1.1% | -6.5% | -10.8% |
| 10Y | +502.3% | -47.6% | +550.0% | +526.8% |
| All | +502.3% | -47.8% | +550.2% | +526.8% |
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