+39.2%
BKR vs TPR
+18.6%
+20.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.0% |
| 30D | +3.3% | -23.0% | +26.3% | +6.4% |
| 3M | -3.6% | -12.5% | +8.9% | -2.4% |
| 6M | +5.0% | -21.4% | +26.5% | +6.7% |
| YTD | +40.9% | -3.5% | +44.5% | +42.6% |
| 1Y | +39.2% | +17.4% | +21.9% | +39.6% |
| All | +39.2% | +18.6% | +20.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling