+559.0%
BTSG vs BURL
+28.4%
+530.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.1% |
| 7D | +3.8% | +5.9% | -2.1% | +2.3% |
| 30D | +13.7% | -8.3% | +22.0% | +16.0% |
| 3M | +18.0% | -31.6% | +49.6% | +29.6% |
| 6M | +32.2% | -16.6% | +48.8% | +37.3% |
| YTD | +93.6% | -12.1% | +105.6% | +98.2% |
| 1Y | +115.9% | -10.0% | +125.9% | +118.8% |
| All | +559.0% | +28.4% | +530.6% | +522.0% |
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