+292.3%
BKR vs TNA
+913.2%
-620.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -5.7% |
| 7D | -6.7% | -7.6% | +0.9% | -4.2% |
| 30D | -8.3% | -13.6% | +5.3% | -3.9% |
| 3M | -5.4% | +2.8% | -8.2% | -7.2% |
| 6M | +0.8% | +34.5% | -33.7% | -11.0% |
| YTD | +31.8% | +41.0% | -9.2% | +13.6% |
| 1Y | +28.6% | +52.0% | -23.4% | +6.1% |
| 3Y | +71.2% | +103.5% | -32.2% | +13.0% |
| 5Y | +179.2% | -22.5% | +201.8% | +120.3% |
| 10Y | +124.0% | +81.9% | +42.1% | -3.5% |
| All | +292.3% | +913.2% | -620.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling