-0.7%
BKR vs TDY
+16.1%
-16.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.4% | -1.0% | -4.1% |
| 7D | -15.2% | -12.7% | -2.6% | -9.4% |
| 30D | -19.1% | -4.9% | -14.2% | -17.0% |
| 3M | -24.8% | -13.5% | -11.4% | -19.4% |
| 6M | -31.6% | -6.4% | -25.2% | -29.6% |
| YTD | +2.5% | +15.9% | -13.3% | -5.6% |
| 1Y | -0.7% | +15.4% | -16.1% | -8.2% |
| All | -0.7% | +16.1% | -16.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling