+6.8%
BURL vs TPG
+85.9%
-79.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.6% |
| 7D | -2.6% | -2.9% | +0.3% | -1.6% |
| 30D | -30.8% | +5.0% | -35.8% | -32.2% |
| 3M | -18.7% | +24.9% | -43.6% | -25.6% |
| 6M | -16.4% | +21.1% | -37.5% | -23.1% |
| YTD | -11.6% | -17.3% | +5.7% | -6.8% |
| 1Y | -12.0% | -9.8% | -2.2% | -11.0% |
| 3Y | +63.6% | +95.4% | -31.8% | +18.0% |
| All | +6.8% | +85.9% | -79.1% | -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