+467.2%
TDY vs BRKR
+155.3%
+311.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -1.1% | -8.7% | +7.5% | +1.2% |
| 30D | -12.0% | -9.9% | -2.2% | -9.9% |
| 3M | -3.2% | -3.1% | -0.1% | -4.4% |
| 6M | -7.9% | +45.5% | -53.4% | -19.9% |
| YTD | +18.2% | +13.7% | +4.5% | +9.5% |
| 1Y | +6.7% | +67.4% | -60.8% | -12.7% |
| 3Y | +47.5% | -13.2% | +60.8% | +38.9% |
| 5Y | +39.5% | -39.5% | +79.0% | +45.5% |
| All | +467.2% | +155.3% | +311.8% | +244.7% |
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