+120.2%
BKR vs TNA
+86.1%
+34.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -7.0% | -7.3% | +0.3% | -4.8% |
| 30D | -8.1% | -14.2% | +6.0% | -3.8% |
| 3M | -6.6% | -4.6% | -2.1% | -6.0% |
| 6M | +0.9% | +36.9% | -36.1% | -10.7% |
| YTD | +31.1% | +42.5% | -11.5% | +13.7% |
| 1Y | +27.7% | +45.8% | -18.1% | +8.3% |
| 3Y | +71.2% | +104.7% | -33.4% | +15.8% |
| 5Y | +177.6% | -21.7% | +199.3% | +124.6% |
| All | +120.2% | +86.1% | +34.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling