-12.0%
BURL vs TW
-15.9%
+3.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.8% |
| 30D | -28.2% | +3.9% | -32.1% | -28.2% |
| 3M | -17.6% | +5.7% | -23.3% | -17.8% |
| 6M | -11.8% | -14.5% | +2.7% | -12.0% |
| YTD | -8.1% | -0.9% | -7.3% | -9.3% |
| 1Y | -12.0% | -13.5% | +1.6% | -12.4% |
| All | -12.0% | -15.9% | +3.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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