+96.7%
BURL vs TW
+40.3%
+56.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.2% |
| 7D | +7.7% | +3.4% | +4.3% | +7.4% |
| 30D | -7.1% | +15.5% | -22.6% | -8.2% |
| 3M | -30.3% | +25.1% | -55.4% | -31.5% |
| 6M | -15.5% | +18.2% | -33.7% | -16.9% |
| YTD | -11.0% | +19.7% | -30.7% | -12.9% |
| 1Y | -8.4% | +18.1% | -26.5% | -10.2% |
| 3Y | +96.7% | +40.5% | +56.2% | +88.9% |
| All | +96.7% | +40.3% | +56.3% | +88.9% |
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