+516.2%
TLN vs BRKR
-25.4%
+541.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.4% | -6.9% | -8.1% |
| 7D | -9.6% | -10.0% | +0.4% | -8.0% |
| 30D | -21.0% | -8.7% | -12.3% | -19.8% |
| 3M | -20.5% | -2.8% | -17.7% | -20.7% |
| 6M | -9.4% | +56.4% | -65.8% | -16.8% |
| YTD | -23.6% | +12.0% | -35.6% | -26.4% |
| 1Y | -28.8% | +71.2% | -100.0% | -35.8% |
| 3Y | +421.9% | -21.1% | +443.0% | +418.7% |
| All | +516.2% | -25.4% | +541.5% | +516.3% |
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