+86.6%
BURL vs TKO
+128.6%
-42.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +4.1% | +5.7% | -1.6% | +2.9% |
| 30D | -9.5% | +6.9% | -16.4% | -10.7% |
| 3M | -33.5% | +2.4% | -35.9% | -33.9% |
| 6M | -22.1% | +1.1% | -23.2% | -22.7% |
| YTD | -14.6% | -7.5% | -7.1% | -13.8% |
| 1Y | -8.4% | +7.2% | -15.6% | -10.9% |
| 3Y | +86.6% | +131.3% | -44.8% | +70.0% |
| All | +86.6% | +128.6% | -42.1% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling