+71.2%
BKR vs TLN
+471.2%
-400.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -7.0% | -1.3% | -5.6% | -6.8% |
| 30D | -8.1% | -14.3% | +6.2% | -5.9% |
| 3M | -6.6% | -9.3% | +2.7% | -5.8% |
| 6M | +0.9% | -1.1% | +2.0% | -0.4% |
| YTD | +31.1% | -16.6% | +47.7% | +32.5% |
| 1Y | +27.7% | -22.0% | +49.7% | +30.1% |
| 3Y | +71.2% | +470.2% | -399.0% | +36.6% |
| All | +71.2% | +471.2% | -400.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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