-10.0%
BURL vs TPG
-7.5%
-2.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +5.9% | +2.0% | +3.8% | +5.4% |
| 30D | -8.3% | +9.1% | -17.4% | -9.8% |
| 3M | -31.6% | +1.0% | -32.7% | -32.0% |
| 6M | -16.6% | +13.3% | -30.0% | -18.8% |
| YTD | -12.1% | -19.8% | +7.7% | -9.8% |
| 1Y | -10.0% | -6.2% | -3.7% | -10.5% |
| All | -10.0% | -7.5% | -2.5% | -10.5% |
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 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