-76.0%
TE vs BURL
+5.8%
-81.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | -12.6% | +4.1% | -16.7% | -13.5% |
| 30D | -36.7% | -9.5% | -27.3% | -35.0% |
| 3M | -57.5% | -33.5% | -24.0% | -52.9% |
| 6M | -55.2% | -22.1% | -33.1% | -52.8% |
| YTD | -64.7% | -14.6% | -50.1% | -63.9% |
| 1Y | -35.9% | -8.4% | -27.5% | -36.0% |
| 3Y | -31.8% | +86.6% | -118.3% | -41.7% |
| 5Y | -79.4% | -17.2% | -62.3% | -80.8% |
| All | -76.0% | +5.8% | -81.8% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling