+171.6%
BKR vs TDY
+39.0%
+132.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | -7.0% | -1.1% | -5.9% | -6.5% |
| 30D | -8.1% | -12.0% | +3.9% | -2.0% |
| 3M | -6.6% | -3.2% | -3.4% | -5.5% |
| 6M | +0.9% | -7.9% | +8.7% | +4.6% |
| YTD | +31.1% | +18.2% | +12.9% | +19.1% |
| 1Y | +27.7% | +6.7% | +21.1% | +22.0% |
| 3Y | +71.2% | +47.5% | +23.7% | +38.1% |
| All | +171.6% | +39.0% | +132.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling