+24.6%
TNA vs BRKR
+53.7%
-29.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +0.6% |
| 7D | -7.0% | +7.4% | -14.4% | -9.2% |
| 30D | -6.4% | +2.7% | -9.1% | -7.2% |
| 3M | -25.7% | +19.7% | -45.3% | -30.7% |
| 6M | -19.7% | +45.2% | -64.9% | -38.8% |
| YTD | +18.3% | +30.6% | -12.3% | -7.5% |
| 1Y | +24.6% | +56.6% | -32.1% | -22.6% |
| All | +24.6% | +53.7% | -29.1% | -22.6% |
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