-25.1%
BLDR vs TPG
+74.1%
-99.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.5% |
| 7D | -8.2% | -9.4% | +1.2% | -3.2% |
| 30D | -16.6% | -5.3% | -11.4% | -14.3% |
| 3M | -23.2% | +12.9% | -36.1% | -28.2% |
| 6M | -33.7% | +20.1% | -53.8% | -40.4% |
| YTD | -41.3% | -22.5% | -18.8% | -33.8% |
| 1Y | -58.8% | -19.7% | -39.1% | -54.8% |
| 3Y | -57.5% | +81.2% | -138.7% | -71.9% |
| All | -25.1% | +74.1% | -99.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling