+120.2%
BKR vs TFC
+98.7%
+21.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -7.0% | -2.4% | -4.6% | -5.7% |
| 30D | -8.1% | -3.4% | -4.8% | -6.5% |
| 3M | -6.6% | +0.4% | -7.1% | -7.5% |
| 6M | +0.9% | +12.7% | -11.8% | -6.9% |
| YTD | +31.1% | +5.6% | +25.5% | +25.1% |
| 1Y | +27.7% | +16.0% | +11.7% | +15.0% |
| 3Y | +71.2% | +94.0% | -22.8% | +10.5% |
| 5Y | +177.6% | +16.2% | +161.5% | +130.3% |
| All | +120.2% | +98.7% | +21.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling