+1,779.8%
TSM vs BRKR
+155.3%
+1,624.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +1.0% | -8.7% | +9.7% | +3.8% |
| 30D | +1.0% | -9.9% | +10.8% | +4.0% |
| 3M | +2.9% | -3.1% | +6.0% | +1.7% |
| 6M | +22.8% | +45.5% | -22.7% | +4.9% |
| YTD | +43.3% | +13.7% | +29.6% | +31.5% |
| 1Y | +69.2% | +67.4% | +1.8% | +34.6% |
| 3Y | +404.5% | -13.2% | +417.7% | +376.3% |
| 5Y | +282.2% | -39.5% | +321.7% | +301.6% |
| All | +1,779.8% | +155.3% | +1,624.4% | +1,167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling