+651.9%
BKR vs TSEM
+4.2%
+647.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.7% | -6.3% |
| 7D | -6.7% | +0.9% | -7.6% | -6.8% |
| 30D | -8.3% | -16.6% | +8.3% | -6.8% |
| 3M | -5.4% | -10.9% | +5.5% | -5.3% |
| 6M | +0.8% | +78.0% | -77.2% | -6.9% |
| YTD | +31.8% | +77.2% | -45.4% | +21.3% |
| 1Y | +28.6% | +207.6% | -179.0% | +11.2% |
| 3Y | +71.2% | +637.8% | -566.6% | +34.0% |
| 5Y | +179.2% | +617.0% | -437.8% | +116.7% |
| 10Y | +124.0% | +1,270.7% | -1,146.7% | +62.2% |
| All | +651.9% | +4.2% | +647.7% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling