+141.8%
BRKR vs TAP
+118.0%
+23.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -8.7% | -3.9% | -4.8% | -7.4% |
| 30D | -9.9% | -5.3% | -4.6% | -8.3% |
| 3M | -3.1% | -3.8% | +0.7% | -2.5% |
| 6M | +45.5% | -11.4% | +56.9% | +50.0% |
| YTD | +13.7% | -13.7% | +27.4% | +17.6% |
| 1Y | +67.4% | -17.2% | +84.6% | +75.1% |
| 3Y | -13.2% | -33.1% | +19.8% | -3.4% |
| 5Y | -39.5% | +0.8% | -40.3% | -43.7% |
| 10Y | +153.5% | -49.8% | +203.3% | +187.4% |
| All | +141.8% | +118.0% | +23.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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