+64.2%
BURL vs TW
+26.0%
+38.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.6% |
| 30D | -28.2% | +3.9% | -32.1% | -28.4% |
| 3M | -17.6% | +5.7% | -23.3% | -18.1% |
| 6M | -11.8% | -14.5% | +2.7% | -10.6% |
| YTD | -8.1% | -0.9% | -7.3% | -8.8% |
| 1Y | -12.0% | -13.5% | +1.6% | -10.8% |
| All | +64.2% | +26.0% | +38.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling