+179.2%
BKR vs TMF
-88.5%
+267.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.2% | -6.9% |
| 7D | -6.7% | -4.8% | -1.9% | -6.9% |
| 30D | -8.3% | -4.9% | -3.4% | -8.6% |
| 3M | -5.4% | -13.4% | +8.0% | -6.1% |
| 6M | +0.8% | -23.0% | +23.9% | -0.6% |
| YTD | +31.8% | -20.2% | +52.0% | +30.4% |
| 1Y | +28.6% | -26.5% | +55.1% | +26.6% |
| 3Y | +71.2% | -45.2% | +116.4% | +66.9% |
| 5Y | +179.2% | -88.4% | +267.6% | +127.5% |
| All | +179.2% | -88.5% | +267.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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