+537.0%
TDG vs BRKR
+155.3%
+381.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | -8.7% | +6.8% | +0.8% |
| 30D | -7.7% | -9.9% | +2.2% | -5.0% |
| 3M | -9.3% | -3.1% | -6.2% | -10.6% |
| 6M | -9.4% | +45.5% | -54.9% | -23.1% |
| YTD | -14.3% | +13.7% | -27.9% | -21.6% |
| 1Y | -11.8% | +67.4% | -79.3% | -30.4% |
| 3Y | +52.0% | -13.2% | +65.2% | +41.1% |
| 5Y | +128.8% | -39.5% | +168.3% | +139.4% |
| All | +537.0% | +155.3% | +381.6% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling