+10.6%
TE vs BURL
+95.8%
-85.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.5% |
| 7D | -10.5% | +7.7% | -18.2% | -13.0% |
| 30D | -32.4% | -7.1% | -25.3% | -30.6% |
| 3M | -60.9% | -30.3% | -30.6% | -55.7% |
| 6M | -62.8% | -15.5% | -47.3% | -61.5% |
| YTD | -65.7% | -11.0% | -54.8% | -65.6% |
| 1Y | -39.9% | -8.4% | -31.5% | -41.0% |
| 3Y | +10.6% | +96.7% | -86.0% | +9.5% |
| All | +10.6% | +95.8% | -85.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling