+89.6%
BURL vs TW
+39.8%
+49.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.0% |
| 7D | +3.5% | +7.3% | -3.8% | +2.9% |
| 30D | -9.3% | +18.6% | -27.9% | -10.5% |
| 3M | -32.1% | +24.8% | -56.9% | -33.3% |
| 6M | -19.8% | +16.1% | -35.9% | -20.9% |
| YTD | -13.2% | +19.1% | -32.3% | -15.0% |
| 1Y | -7.8% | +22.8% | -30.6% | -10.2% |
| All | +89.6% | +39.8% | +49.8% | +81.7% |
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