+215.1%
BKR vs TXG
+27.0%
+188.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | -7.0% | +9.5% | -16.5% | -7.8% |
| 30D | -8.1% | +18.8% | -26.9% | -9.8% |
| 3M | -6.6% | +136.1% | -142.7% | -15.0% |
| 6M | +0.9% | +235.2% | -234.4% | -12.2% |
| YTD | +31.1% | +320.5% | -289.4% | +11.1% |
| 1Y | +27.7% | +425.2% | -397.5% | +5.0% |
| 3Y | +71.2% | +42.9% | +28.3% | +52.6% |
| 5Y | +177.6% | -62.8% | +240.5% | +163.1% |
| All | +215.1% | +27.0% | +188.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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