-10.7%
BURL vs TAP
+2.2%
-12.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | -28.2% | -2.1% | -26.0% | -27.7% |
| 3M | -17.6% | +6.6% | -24.2% | -19.0% |
| 6M | -11.8% | -11.5% | -0.3% | -9.1% |
| YTD | -8.1% | -10.3% | +2.1% | -6.3% |
| 1Y | -12.0% | -14.4% | +2.4% | -9.2% |
| 3Y | +63.3% | -28.3% | +91.6% | +76.2% |
| All | -10.7% | +2.2% | -12.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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