+365.0%
BLDR vs TAP
+124.8%
+240.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -1.8% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +16.8% | +9.1% | +7.6% | +11.0% |
| 3M | -13.7% | -3.8% | -10.0% | -11.6% |
| 6M | -21.9% | -3.4% | -18.4% | -20.4% |
| YTD | -39.2% | -10.6% | -28.6% | -35.3% |
| 1Y | -42.6% | -4.4% | -38.2% | -41.6% |
| 3Y | -50.2% | -24.4% | -25.8% | -42.9% |
| 5Y | -7.0% | +2.1% | -9.1% | -13.9% |
| 10Y | +584.2% | -48.7% | +633.0% | +795.3% |
| All | +365.0% | +124.8% | +240.3% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling