+960.9%
BURL vs TAP
+11.1%
+949.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 6M | -11.8% | -11.5% | -0.3% | -8.7% |
| YTD | -8.1% | -10.3% | +2.1% | -5.9% |
| 1Y | -12.0% | -14.4% | +2.4% | -8.8% |
| 3Y | +63.3% | -28.3% | +91.6% | +76.8% |
| 5Y | -10.8% | +1.7% | -12.5% | -15.1% |
| 10Y | +215.9% | -49.2% | +265.1% | +232.5% |
| All | +960.9% | +11.1% | +949.8% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling