-70.3%
TMF vs BRKR
+754.9%
-825.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.7% |
| 7D | -4.8% | -9.8% | +5.1% | -6.6% |
| 30D | -4.9% | -6.1% | +1.2% | -5.9% |
| 3M | -13.4% | -2.4% | -11.0% | -13.0% |
| 6M | -23.0% | +46.7% | -69.7% | -15.9% |
| YTD | -20.2% | +14.0% | -34.1% | -16.8% |
| 1Y | -26.5% | +76.5% | -103.0% | -15.4% |
| 3Y | -45.2% | -11.7% | -33.5% | -44.8% |
| 5Y | -88.4% | -39.3% | -49.1% | -89.6% |
| 10Y | -86.5% | +154.1% | -240.6% | -77.0% |
| All | -70.3% | +754.9% | -825.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling