+42.9%
BRKR vs TW
+206.7%
-163.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -8.7% | -4.5% | -4.2% | -7.6% |
| 30D | -9.9% | -2.3% | -7.6% | -9.5% |
| 3M | -3.1% | +2.6% | -5.7% | -4.6% |
| 6M | +45.5% | -17.5% | +63.0% | +51.6% |
| YTD | +13.7% | -5.3% | +19.0% | +13.0% |
| 1Y | +67.4% | -14.8% | +82.2% | +71.7% |
| 3Y | -13.2% | +18.8% | -32.1% | -23.2% |
| 5Y | -39.5% | +20.7% | -60.2% | -47.8% |
| All | +42.9% | +206.7% | -163.8% | -3.9% |
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