+131.5%
BKR vs TLN
+602.5%
-471.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | +0.4% | +10.9% | -10.5% | -1.3% |
| 30D | +3.9% | -6.3% | +10.2% | +4.8% |
| 3M | -1.1% | -10.7% | +9.6% | +0.1% |
| 6M | +7.6% | +1.6% | +6.0% | +5.8% |
| YTD | +41.9% | -13.1% | +55.0% | +42.4% |
| 1Y | +42.2% | -15.1% | +57.3% | +42.6% |
| 3Y | +84.3% | +495.0% | -410.8% | +37.3% |
| All | +131.5% | +602.5% | -471.0% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling