-9.8%
TRI vs BRKR
-39.7%
+29.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -7.9% | -8.7% | +0.8% | -7.3% |
| 30D | -4.5% | -9.9% | +5.3% | -3.8% |
| 3M | +22.1% | -3.1% | +25.2% | +21.0% |
| 6M | -2.8% | +45.5% | -48.3% | -8.6% |
| YTD | -23.4% | +13.7% | -37.1% | -25.9% |
| 1Y | -41.5% | +67.4% | -109.0% | -46.2% |
| 3Y | -19.2% | -13.2% | -6.0% | -21.7% |
| All | -9.8% | -39.7% | +29.9% | -9.4% |
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