+255.1%
BURL vs TKO
+1,254.1%
-999.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.1% |
| 7D | +7.7% | +7.8% | -0.1% | +5.8% |
| 30D | -7.1% | +12.2% | -19.3% | -9.7% |
| 3M | -30.3% | +7.5% | -37.8% | -31.7% |
| 6M | -15.5% | +7.7% | -23.3% | -17.7% |
| YTD | -11.0% | -3.3% | -7.6% | -11.1% |
| 1Y | -8.4% | +11.1% | -19.5% | -12.0% |
| 3Y | +96.7% | +141.0% | -44.3% | +53.5% |
| 5Y | -14.1% | +278.8% | -292.9% | -41.8% |
| 10Y | +255.1% | +1,186.2% | -931.1% | +66.7% |
| All | +255.1% | +1,254.1% | -999.0% | +66.7% |
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