-43.9%
TMF vs BRKR
-11.8%
-32.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -5.1% | -8.7% | +3.6% | -4.4% |
| 30D | -4.6% | -9.9% | +5.3% | -3.8% |
| 3M | -16.6% | -3.1% | -13.5% | -16.9% |
| 6M | -19.9% | +45.5% | -65.4% | -23.3% |
| YTD | -20.2% | +13.7% | -33.8% | -22.3% |
| 1Y | -27.7% | +67.4% | -95.2% | -32.2% |
| 3Y | -43.9% | -13.2% | -30.7% | -46.8% |
| All | -43.9% | -11.8% | -32.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling