-7.5%
T vs BKR
+28.9%
-36.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +1.5% | -7.0% | +8.5% | +1.6% |
| 30D | +7.5% | -8.1% | +15.6% | +7.6% |
| 3M | +14.8% | -6.6% | +21.4% | +14.2% |
| 6M | -1.7% | +0.9% | -2.6% | -1.7% |
| YTD | +8.7% | +31.1% | -22.4% | +11.9% |
| 1Y | -7.5% | +27.7% | -35.2% | -4.3% |
| All | -7.5% | +28.9% | -36.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling