+64.2%
BURL vs TKO
+91.4%
-27.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -28.2% | +1.6% | -29.8% | -28.5% |
| 3M | -17.6% | -7.8% | -9.8% | -16.4% |
| 6M | -11.8% | -13.3% | +1.5% | -9.4% |
| YTD | -8.1% | -10.3% | +2.2% | -6.6% |
| 1Y | -12.0% | -0.6% | -11.3% | -13.0% |
| All | +64.2% | +91.4% | -27.2% | +39.8% |
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