+314.6%
BKR vs TPR
+7,101.5%
-6,786.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.8% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | +3.9% | -27.3% | +31.2% | +14.1% |
| 3M | -1.1% | -16.2% | +15.2% | +3.5% |
| 6M | +7.6% | -17.9% | +25.5% | +12.7% |
| YTD | +41.9% | -7.1% | +49.0% | +42.0% |
| 1Y | +42.2% | +13.6% | +28.6% | +32.3% |
| 3Y | +84.3% | +293.7% | -209.5% | +9.5% |
| 5Y | +215.7% | +239.1% | -23.4% | +86.5% |
| 10Y | +130.9% | +311.2% | -180.3% | +13.7% |
| All | +314.6% | +7,101.5% | -6,786.9% | +24.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling