+115.1%
BKR vs TLN
+571.8%
-456.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.1% | -6.2% |
| 7D | -6.7% | +2.0% | -8.6% | -7.0% |
| 30D | -8.3% | -12.9% | +4.6% | -6.3% |
| 3M | -5.4% | -7.4% | +2.0% | -4.9% |
| 6M | +0.8% | -6.0% | +6.8% | +0.5% |
| YTD | +31.8% | -16.9% | +48.7% | +33.4% |
| 1Y | +28.6% | -22.6% | +51.2% | +31.2% |
| 3Y | +71.2% | +469.0% | -397.8% | +28.6% |
| All | +115.1% | +571.8% | -456.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling