+84.5%
BKR vs TPR
+279.7%
-195.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -1.5% | -7.3% | +5.8% | -0.1% |
| 30D | -0.7% | -30.7% | +30.1% | +6.1% |
| 3M | +0.5% | -21.6% | +22.1% | +4.6% |
| 6M | +6.6% | -21.3% | +28.0% | +10.6% |
| YTD | +41.3% | -10.2% | +51.4% | +42.2% |
| 1Y | +42.2% | +9.5% | +32.7% | +36.3% |
| All | +84.5% | +279.7% | -195.2% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling