+141.8%
BRKR vs TKO
+2,085.4%
-1,943.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -8.7% | +2.3% | -11.0% | -9.2% |
| 30D | -9.9% | -2.5% | -7.4% | -9.4% |
| 3M | -3.1% | -10.6% | +7.5% | -0.6% |
| 6M | +45.5% | -5.1% | +50.5% | +46.8% |
| YTD | +13.7% | -8.2% | +21.9% | +15.5% |
| 1Y | +67.4% | -4.4% | +71.9% | +67.7% |
| 3Y | -13.2% | +100.4% | -113.6% | -29.5% |
| 5Y | -39.5% | +294.3% | -333.8% | -59.8% |
| 10Y | +153.5% | +983.2% | -829.7% | +15.4% |
| All | +141.8% | +2,085.4% | -1,943.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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