+389.2%
BLDR vs TAP
+125.7%
+263.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -2.8% | -2.3% | -0.5% | -1.5% |
| 30D | -13.3% | -2.1% | -11.1% | -12.2% |
| 3M | -12.3% | +6.6% | -18.9% | -15.9% |
| 6M | -31.5% | -11.5% | -20.0% | -26.7% |
| YTD | -36.1% | -10.3% | -25.8% | -32.2% |
| 1Y | -54.1% | -14.4% | -39.7% | -50.1% |
| 3Y | -55.8% | -28.3% | -27.5% | -47.7% |
| 5Y | +20.7% | +1.7% | +19.0% | +11.5% |
| 10Y | +390.2% | -49.2% | +439.5% | +544.8% |
| All | +389.2% | +125.7% | +263.5% | +138.9% |
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