+113.6%
T vs BURL
+1,021.0%
-907.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +1.2% |
| 7D | +5.5% | +10.4% | -5.0% | +4.3% |
| 30D | -8.9% | -4.9% | -4.0% | -8.4% |
| 3M | -5.6% | -29.8% | +24.2% | -2.0% |
| 6M | -14.3% | -16.5% | +2.2% | -13.0% |
| YTD | -7.9% | -10.5% | +2.6% | -7.5% |
| 1Y | -6.4% | -5.3% | -1.1% | -6.8% |
| 3Y | +59.8% | +95.1% | -35.3% | +41.0% |
| 5Y | +55.3% | -12.1% | +67.4% | +49.3% |
| 10Y | +58.3% | +273.2% | -214.9% | +23.5% |
| All | +113.6% | +1,021.0% | -907.4% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling