+528.6%
BTSG vs BURL
+30.1%
+498.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +2.0% |
| 7D | +4.4% | +7.7% | -3.3% | +2.5% |
| 30D | +8.5% | -7.1% | +15.6% | +10.3% |
| 3M | +10.8% | -30.3% | +41.1% | +21.1% |
| 6M | +26.1% | -15.5% | +41.7% | +30.6% |
| YTD | +84.6% | -11.0% | +95.6% | +88.5% |
| 1Y | +108.7% | -8.4% | +117.1% | +110.6% |
| All | +528.6% | +30.1% | +498.6% | +491.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling