-53.1%
TE vs BRKR
+6.0%
-59.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | -8.7% | +8.9% | +3.0% |
| 30D | -5.9% | -9.9% | +3.9% | -3.0% |
| 3M | -45.6% | -3.1% | -42.5% | -46.5% |
| 6M | -43.4% | +45.5% | -88.9% | -52.2% |
| YTD | -31.0% | +13.7% | -44.7% | -37.0% |
| 1Y | +145.2% | +67.4% | +77.8% | +93.3% |
| 3Y | -24.1% | -13.2% | -10.8% | -27.0% |
| 5Y | -48.1% | -39.5% | -8.7% | -49.2% |
| All | -53.1% | +6.0% | -59.0% | -54.5% |
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