+72.2%
BKR vs TFC
+92.6%
-20.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.8% |
| 7D | -6.7% | -2.5% | -4.2% | -5.7% |
| 30D | -8.3% | -2.8% | -5.5% | -7.3% |
| 3M | -5.4% | +2.1% | -7.5% | -6.8% |
| 6M | +0.8% | +10.1% | -9.3% | -4.4% |
| YTD | +31.8% | +5.4% | +26.4% | +26.9% |
| 1Y | +28.6% | +16.3% | +12.3% | +17.8% |
| All | +72.2% | +92.6% | -20.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling