-80.1%
TE vs BURL
-15.9%
-64.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -52.5% |
| 6M | -57.3% | -19.8% | -37.5% | -54.7% |
| YTD | -65.9% | -13.2% | -52.7% | -65.1% |
| 1Y | -44.3% | -7.8% | -36.4% | -44.8% |
| 3Y | -36.0% | +89.3% | -125.3% | -50.3% |
| 5Y | -80.1% | -15.8% | -64.3% | -80.9% |
| All | -80.1% | -15.9% | -64.3% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling