+65.1%
TNA vs BRKR
+100.6%
-35.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.3% |
| 7D | -0.1% | +2.5% | -2.6% | -1.0% |
| 30D | -4.9% | +11.5% | -16.4% | -8.7% |
| 3M | +0.4% | -2.4% | +2.7% | -1.6% |
| 6M | +32.5% | +52.3% | -19.8% | -0.4% |
| YTD | +53.7% | +24.5% | +29.2% | +26.4% |
| 1Y | +65.1% | +97.3% | -32.2% | +11.9% |
| All | +65.1% | +100.6% | -35.5% | +11.9% |
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