+330.4%
TXG vs BRKR
+47.8%
+282.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.0% | -5.0% | -7.0% |
| 7D | -28.8% | -6.4% | -22.4% | -24.5% |
| 30D | -28.0% | -4.0% | -24.0% | -24.8% |
| 3M | +22.3% | +10.7% | +11.6% | +16.2% |
| 6M | +163.8% | +53.0% | +110.8% | +75.7% |
| YTD | +256.0% | +23.6% | +232.3% | +180.7% |
| 1Y | +330.4% | +45.0% | +285.4% | +181.3% |
| All | +330.4% | +47.8% | +282.6% | +181.3% |
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