-53.2%
TE vs BURL
+13.8%
-67.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | -4.0% | -2.8% | -1.2% | -3.2% |
| 30D | -15.9% | -28.2% | +12.3% | -8.7% |
| 3M | -60.5% | -17.6% | -43.0% | -58.9% |
| 6M | -35.2% | -11.8% | -23.4% | -34.1% |
| YTD | -31.1% | -8.1% | -23.0% | -30.8% |
| 1Y | +148.6% | -12.0% | +160.6% | +150.3% |
| 3Y | -26.4% | +63.3% | -89.7% | -35.6% |
| 5Y | -48.0% | -10.8% | -37.2% | -52.3% |
| All | -53.2% | +13.8% | -67.0% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling