+452.1%
BTSG vs BURL
+34.2%
+417.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.8% |
| 7D | +2.7% | -2.8% | +5.5% | +3.4% |
| 30D | -3.6% | -28.2% | +24.5% | +4.9% |
| 3M | +5.8% | -17.6% | +23.4% | +11.0% |
| 6M | +44.7% | -11.8% | +56.5% | +48.7% |
| YTD | +62.2% | -8.1% | +70.3% | +64.9% |
| 1Y | +152.1% | -12.0% | +164.0% | +157.6% |
| All | +452.1% | +34.2% | +417.9% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling