-23.0%
TNA vs BRKR
-39.7%
+16.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.3% | -8.7% | +1.4% | -1.3% |
| 30D | -14.2% | -9.9% | -4.3% | -8.1% |
| 3M | -4.6% | -3.1% | -1.5% | -8.5% |
| 6M | +36.9% | +45.5% | -8.6% | -8.4% |
| YTD | +42.5% | +13.7% | +28.9% | +14.6% |
| 1Y | +45.8% | +67.4% | -21.7% | -17.2% |
| 3Y | +104.7% | -13.2% | +117.9% | +81.8% |
| All | -23.0% | -39.7% | +16.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling