+71.2%
BKR vs TNA
+101.9%
-30.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -7.0% | -7.3% | +0.3% | -5.3% |
| 30D | -8.1% | -14.2% | +6.0% | -4.8% |
| 3M | -6.6% | -4.6% | -2.1% | -6.1% |
| 6M | +0.9% | +36.9% | -36.1% | -8.2% |
| YTD | +31.1% | +42.5% | -11.5% | +17.4% |
| 1Y | +27.7% | +45.8% | -18.1% | +12.5% |
| 3Y | +71.2% | +104.7% | -33.4% | +37.6% |
| All | +71.2% | +101.9% | -30.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling