-21.6%
TLN vs BRKR
+47.8%
-69.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -1.6% |
| 7D | -9.4% | -6.4% | -3.0% | -8.3% |
| 30D | -15.2% | -4.0% | -11.2% | -14.8% |
| 3M | -4.1% | +10.7% | -14.9% | -7.3% |
| 6M | -17.8% | +53.0% | -70.8% | -28.6% |
| YTD | -15.6% | +23.6% | -39.3% | -23.3% |
| 1Y | -21.6% | +45.0% | -66.7% | -31.5% |
| All | -21.6% | +47.8% | -69.4% | -31.5% |
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 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