+346.8%
T vs BRKR
+172.5%
+174.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -8.7% | +10.1% | +2.3% |
| 30D | +7.5% | -9.9% | +17.3% | +8.3% |
| 3M | +14.8% | -3.1% | +17.9% | +14.4% |
| 6M | -1.7% | +45.5% | -47.2% | -6.1% |
| YTD | +8.7% | +13.7% | -5.0% | +6.0% |
| 1Y | -7.5% | +67.4% | -74.9% | -13.2% |
| 3Y | +110.2% | -13.2% | +123.5% | +105.4% |
| 5Y | +71.6% | -39.5% | +111.1% | +71.9% |
| 10Y | +74.5% | +153.5% | -78.9% | +51.6% |
| All | +346.8% | +172.5% | +174.3% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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