-34.1%
TE vs BURL
+89.8%
-123.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.9% | -13.5% | -15.4% |
| 7D | -20.3% | +3.5% | -23.7% | -21.2% |
| 30D | -40.0% | -9.3% | -30.7% | -37.8% |
| 3M | -58.3% | -32.1% | -26.2% | -52.3% |
| 6M | -57.3% | -19.8% | -37.5% | -54.8% |
| YTD | -65.9% | -13.2% | -52.7% | -65.4% |
| 1Y | -44.3% | -7.8% | -36.4% | -45.5% |
| All | -34.1% | +89.8% | -123.9% | -37.9% |
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 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