-27.8%
TE vs BURL
+63.9%
-91.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.3% |
| 7D | -4.0% | -2.8% | -1.2% | -2.8% |
| 30D | -15.9% | -28.2% | +12.3% | -4.6% |
| 3M | -60.5% | -17.6% | -43.0% | -58.2% |
| 6M | -35.2% | -11.8% | -23.4% | -34.1% |
| YTD | -31.1% | -8.1% | -23.0% | -31.4% |
| 1Y | +148.6% | -12.0% | +160.6% | +148.4% |
| All | -27.8% | +63.9% | -91.7% | -38.7% |
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