+124.3%
TDG vs BRKR
-39.7%
+164.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.9% | -8.7% | +6.8% | 0.0% |
| 30D | -7.7% | -9.9% | +2.2% | -5.9% |
| 3M | -9.3% | -3.1% | -6.2% | -10.1% |
| 6M | -9.4% | +45.5% | -54.9% | -19.3% |
| YTD | -14.3% | +13.7% | -27.9% | -19.5% |
| 1Y | -11.8% | +67.4% | -79.3% | -25.3% |
| 3Y | +52.0% | -13.2% | +65.2% | +44.1% |
| All | +124.3% | -39.7% | +164.0% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling