-20.7%
TLT vs BRKR
+155.3%
-176.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -1.6% | -8.7% | +7.0% | -1.8% |
| 30D | -1.1% | -9.9% | +8.7% | -1.3% |
| 3M | -4.9% | -3.1% | -1.8% | -4.8% |
| 6M | -5.0% | +45.5% | -50.5% | -3.9% |
| YTD | -4.4% | +13.7% | -18.1% | -3.8% |
| 1Y | -6.4% | +67.4% | -73.8% | -4.6% |
| 3Y | -2.0% | -13.2% | +11.2% | -1.8% |
| 5Y | -35.0% | -39.5% | +4.5% | -36.9% |
| All | -20.7% | +155.3% | -176.0% | -12.3% |
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