+281.0%
BKR vs TTMI
+508.4%
-227.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -1.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -8.1% | -8.4% | +0.3% | -7.1% |
| 3M | -6.6% | -32.5% | +25.8% | -1.7% |
| 6M | +0.9% | +32.5% | -31.6% | -6.9% |
| YTD | +31.1% | +83.2% | -52.2% | +12.8% |
| 1Y | +27.7% | +161.7% | -134.0% | +1.8% |
| 3Y | +71.2% | +890.1% | -818.9% | +5.1% |
| 5Y | +177.6% | +832.4% | -654.8% | +68.5% |
| 10Y | +122.7% | +1,115.8% | -993.1% | +26.2% |
| All | +281.0% | +508.4% | -227.5% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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