+53.4%
T vs BURL
-15.9%
+69.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +4.3% | +3.5% | +0.8% | +4.1% |
| 30D | -9.7% | -9.3% | -0.4% | -9.3% |
| 3M | -4.3% | -32.1% | +27.8% | -2.5% |
| 6M | -13.7% | -19.8% | +6.1% | -12.8% |
| YTD | -8.0% | -13.2% | +5.2% | -7.6% |
| 1Y | -6.9% | -7.8% | +0.9% | -6.9% |
| 3Y | +59.7% | +89.3% | -29.6% | +48.1% |
| 5Y | +53.4% | -15.8% | +69.2% | +44.8% |
| All | +53.4% | -15.9% | +69.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling