-16.7%
TLN vs BRKR
+100.6%
-117.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.1% |
| 7D | +7.1% | +2.5% | +4.6% | +6.4% |
| 30D | -3.9% | +11.5% | -15.4% | -6.1% |
| 3M | -16.2% | -2.4% | -13.8% | -16.8% |
| 6M | -5.8% | +52.3% | -58.1% | -16.1% |
| YTD | -15.4% | +24.5% | -39.9% | -21.8% |
| 1Y | -16.7% | +97.3% | -114.0% | -26.9% |
| All | -16.7% | +100.6% | -117.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling