+80.5%
BKR vs TRU
+225.6%
-145.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | -6.7% | -9.4% | +2.7% | -3.5% |
| 30D | -8.3% | -4.1% | -4.2% | -7.3% |
| 3M | -5.4% | +13.6% | -19.0% | -10.9% |
| 6M | +0.8% | +3.6% | -2.8% | -2.8% |
| YTD | +31.8% | -9.8% | +41.7% | +32.4% |
| 1Y | +28.6% | -13.6% | +42.2% | +30.3% |
| 3Y | +71.2% | -2.0% | +73.2% | +56.2% |
| 5Y | +179.2% | -35.8% | +215.0% | +201.6% |
| 10Y | +124.0% | +142.9% | -19.0% | +33.4% |
| All | +80.5% | +225.6% | -145.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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