+148.4%
T vs BURL
+1,051.1%
-902.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -2.2% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | +11.4% | -28.2% | +39.5% | +15.4% |
| 3M | +14.3% | -17.6% | +31.9% | +16.5% |
| 6M | -9.3% | -11.8% | +2.5% | -8.4% |
| YTD | +7.1% | -8.1% | +15.2% | +7.5% |
| 1Y | -9.1% | -12.0% | +2.9% | -8.7% |
| 3Y | +105.3% | +63.3% | +42.0% | +85.9% |
| 5Y | +66.8% | -10.8% | +77.6% | +60.2% |
| 10Y | +66.8% | +215.9% | -149.1% | +32.3% |
| All | +148.4% | +1,051.1% | -902.7% | +77.9% |
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