+114.2%
BTSG vs BURL
-9.1%
+123.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | +15.3% | -4.4% | +19.7% | +16.3% |
| 3M | +25.4% | -28.6% | +54.0% | +36.4% |
| 6M | +31.9% | -12.3% | +44.2% | +36.0% |
| YTD | +93.9% | -11.3% | +105.2% | +101.1% |
| 1Y | +114.2% | -10.4% | +124.6% | +122.2% |
| All | +114.2% | -9.1% | +123.2% | +122.2% |
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