+521.9%
BKR vs TFC
+2,527.6%
-2,005.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.8% |
| 7D | -6.7% | -2.5% | -4.2% | -5.8% |
| 30D | -8.3% | -2.8% | -5.5% | -7.4% |
| 3M | -5.4% | +2.1% | -7.5% | -6.6% |
| 6M | +0.8% | +10.1% | -9.3% | -3.5% |
| YTD | +31.8% | +5.4% | +26.4% | +28.1% |
| 1Y | +28.6% | +16.3% | +12.3% | +20.1% |
| 3Y | +71.2% | +95.9% | -24.6% | +29.2% |
| 5Y | +179.2% | +16.0% | +163.2% | +149.2% |
| 10Y | +124.0% | +97.9% | +26.1% | +65.1% |
| All | +521.9% | +2,527.6% | -2,005.7% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling