-35.9%
TE vs BURL
-7.8%
-28.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | -12.6% | +4.1% | -16.7% | -13.2% |
| 30D | -36.7% | -9.5% | -27.3% | -35.2% |
| 3M | -57.5% | -33.5% | -24.0% | -54.0% |
| 6M | -55.2% | -22.1% | -33.1% | -54.9% |
| YTD | -64.7% | -14.6% | -50.1% | -65.1% |
| 1Y | -35.9% | -8.4% | -27.5% | -37.2% |
| All | -35.9% | -7.8% | -28.0% | -37.2% |
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 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