+117.9%
BTSG vs BURL
-4.6%
+122.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -1.5% |
| 7D | +17.4% | +10.4% | +7.0% | +15.0% |
| 30D | +12.6% | -4.9% | +17.5% | +13.8% |
| 3M | +11.2% | -29.8% | +41.0% | +21.6% |
| 6M | +30.4% | -16.5% | +46.8% | +36.0% |
| YTD | +86.4% | -10.5% | +96.9% | +92.9% |
| 1Y | +117.9% | -5.3% | +123.2% | +124.3% |
| All | +117.9% | -4.6% | +122.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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