+100.7%
BURL vs TKO
+152.5%
-51.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | +0.4% | +2.6% | -2.2% | -0.1% |
| 30D | -4.3% | +11.6% | -16.0% | -6.5% |
| 3M | -28.8% | -0.1% | -28.6% | -28.8% |
| 6M | -12.8% | +6.7% | -19.5% | -14.6% |
| YTD | -12.8% | -6.0% | -6.8% | -12.3% |
| 1Y | -12.3% | +8.5% | -20.8% | -15.0% |
| All | +100.7% | +152.5% | -51.8% | +83.0% |
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