-26.8%
BLDR vs TPG
+71.4%
-98.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -1.8% |
| 7D | -8.1% | -11.8% | +3.7% | -1.7% |
| 30D | -21.5% | -6.3% | -15.2% | -18.8% |
| 3M | -21.0% | +13.6% | -34.5% | -26.3% |
| 6M | -37.1% | +13.8% | -50.9% | -41.8% |
| YTD | -42.7% | -23.7% | -19.0% | -34.8% |
| 1Y | -58.0% | -18.2% | -39.8% | -54.4% |
| 3Y | -57.8% | +80.1% | -138.0% | -72.1% |
| All | -26.8% | +71.4% | -98.2% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling