-45.3%
TE vs BURL
-15.0%
-30.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -2.2% |
| 7D | -19.1% | -1.6% | -17.5% | -18.7% |
| 30D | -34.1% | -7.7% | -26.4% | -32.8% |
| 3M | -60.1% | -31.7% | -28.5% | -57.4% |
| 6M | -66.0% | -15.2% | -50.8% | -66.3% |
| YTD | -71.4% | -15.9% | -55.5% | -71.6% |
| 1Y | -45.3% | -14.2% | -31.1% | -45.6% |
| All | -45.3% | -15.0% | -30.2% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling