+93.5%
BURL vs TPG
+75.0%
+18.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -1.6% | +5.0% | -6.6% | -3.2% |
| 30D | -7.7% | +15.7% | -23.4% | -12.1% |
| 3M | -31.7% | -10.6% | -21.1% | -29.3% |
| 6M | -15.2% | +15.9% | -31.1% | -20.2% |
| YTD | -15.9% | -20.6% | +4.7% | -9.8% |
| 1Y | -14.2% | -11.8% | -2.5% | -12.1% |
| 3Y | +93.5% | +71.6% | +22.0% | +89.7% |
| All | +93.5% | +75.0% | +18.5% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling