+6.2%
BURL vs TPG
+80.3%
-74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +5.9% | +2.0% | +3.8% | +5.1% |
| 30D | -8.3% | +9.1% | -17.4% | -11.2% |
| 3M | -31.6% | +1.0% | -32.7% | -32.3% |
| 6M | -16.6% | +13.3% | -30.0% | -21.3% |
| YTD | -12.1% | -19.8% | +7.7% | -6.5% |
| 1Y | -10.0% | -6.2% | -3.7% | -10.3% |
| 3Y | +94.3% | +75.4% | +18.9% | +46.0% |
| All | +6.2% | +80.3% | -74.1% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling