+57.7%
BURL vs TW
+286.2%
-228.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +4.1% | +4.2% | -0.2% | +2.7% |
| 30D | -9.5% | +18.9% | -28.4% | -14.4% |
| 3M | -33.5% | +23.8% | -57.3% | -38.0% |
| 6M | -22.1% | +17.0% | -39.1% | -26.6% |
| YTD | -14.6% | +19.2% | -33.8% | -20.8% |
| 1Y | -8.4% | +20.1% | -28.5% | -15.4% |
| 3Y | +86.6% | +40.5% | +46.1% | +55.5% |
| 5Y | -17.2% | +38.0% | -55.2% | -32.3% |
| All | +57.7% | +286.2% | -228.5% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling