+170.7%
BKR vs TW
+206.7%
-36.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -7.0% | -4.5% | -2.5% | -5.7% |
| 30D | -8.1% | -2.3% | -5.9% | -7.6% |
| 3M | -6.6% | +2.6% | -9.2% | -8.2% |
| 6M | +0.9% | -17.5% | +18.4% | +6.3% |
| YTD | +31.1% | -5.3% | +36.4% | +31.0% |
| 1Y | +27.7% | -14.8% | +42.5% | +32.3% |
| 3Y | +71.2% | +18.8% | +52.4% | +53.7% |
| 5Y | +177.6% | +20.7% | +156.9% | +139.7% |
| All | +170.7% | +206.7% | -36.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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