+9.7%
BKR vs TFC
+20.8%
-11.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.5% | -5.9% |
| 7D | -8.8% | +5.1% | -13.8% | -9.5% |
| 30D | -13.1% | +9.8% | -22.9% | -14.6% |
| 3M | -18.9% | -2.4% | -16.5% | -18.4% |
| 6M | -27.2% | +4.9% | -32.2% | -28.5% |
| YTD | +10.7% | +6.6% | +4.1% | +2.3% |
| 1Y | +9.7% | +21.3% | -11.7% | -7.2% |
| All | +9.7% | +20.8% | -11.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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