+120.2%
BKR vs TSEM
+1,313.0%
-1,192.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.9% |
| 7D | -7.0% | -4.9% | -2.1% | -5.9% |
| 30D | -8.1% | -18.7% | +10.6% | -4.1% |
| 3M | -6.6% | -18.1% | +11.5% | -4.9% |
| 6M | +0.9% | +77.1% | -76.2% | -18.0% |
| YTD | +31.1% | +80.1% | -49.0% | +4.7% |
| 1Y | +27.7% | +220.4% | -192.7% | -14.4% |
| 3Y | +71.2% | +650.1% | -578.9% | -14.1% |
| 5Y | +177.6% | +628.9% | -451.2% | +32.6% |
| All | +120.2% | +1,313.0% | -1,192.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling