-5.6%
TLT vs BRKR
+65.8%
-71.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.9% | -12.1% | +0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.9% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | -0.9% | +26.9% | -27.8% | -1.5% |
| 6M | -2.3% | +75.6% | -77.9% | -4.4% |
| YTD | -3.3% | +35.8% | -39.2% | -5.4% |
| 1Y | -5.6% | +58.6% | -64.2% | -8.8% |
| All | -5.6% | +65.8% | -71.4% | -8.8% |
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