+5.3%
BURL vs TPG
+77.8%
-72.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | +0.4% | +4.2% | -3.7% | -1.0% |
| 30D | -4.3% | +13.5% | -17.9% | -8.6% |
| 3M | -28.8% | -3.3% | -25.5% | -28.3% |
| 6M | -12.8% | +11.8% | -24.6% | -17.3% |
| YTD | -12.8% | -20.9% | +8.1% | -6.8% |
| 1Y | -12.3% | -13.1% | +0.9% | -9.9% |
| 3Y | +92.7% | +72.9% | +19.8% | +45.5% |
| All | +5.3% | +77.8% | -72.5% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling