-12.0%
BURL vs TPG
-6.0%
-6.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -2.8% | -2.4% | -0.3% | -2.5% |
| 30D | -28.2% | +11.1% | -39.2% | -29.4% |
| 3M | -17.6% | +26.3% | -43.9% | -20.8% |
| 6M | -11.8% | +18.3% | -30.1% | -14.8% |
| YTD | -8.1% | -14.4% | +6.3% | -6.4% |
| 1Y | -12.0% | -6.7% | -5.2% | -12.4% |
| All | -12.0% | -6.0% | -6.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling