+510.5%
BTSG vs BURL
+24.8%
+485.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +0.4% | +4.1% | -3.7% | -0.6% |
| 30D | +5.3% | -9.5% | +14.7% | +7.7% |
| 3M | +10.8% | -33.5% | +44.3% | +22.5% |
| 6M | +27.3% | -22.1% | +49.4% | +34.5% |
| YTD | +79.3% | -14.6% | +93.9% | +84.9% |
| 1Y | +106.0% | -8.4% | +114.3% | +107.6% |
| All | +510.5% | +24.8% | +485.7% | +480.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling