+206.5%
BURL vs TKO
+962.1%
-755.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.7% | -4.9% |
| 7D | -2.6% | +7.2% | -9.7% | -4.3% |
| 30D | -30.8% | +4.7% | -35.5% | -31.7% |
| 3M | -18.7% | -3.2% | -15.4% | -18.3% |
| 6M | -16.4% | -2.9% | -13.6% | -16.5% |
| YTD | -11.6% | -5.8% | -5.8% | -11.1% |
| 1Y | -12.0% | -1.1% | -10.9% | -12.9% |
| 3Y | +63.6% | +111.1% | -47.5% | +31.8% |
| 5Y | -12.6% | +315.6% | -328.2% | -41.9% |
| 10Y | +206.5% | +978.5% | -771.9% | +51.1% |
| All | +206.5% | +962.1% | -755.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling