+568.0%
TEAM vs BURL
+258.4%
+309.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.5% | -2.7% |
| 7D | -10.2% | +3.5% | -13.7% | -11.1% |
| 30D | -5.5% | -9.3% | +3.8% | -3.2% |
| 3M | +61.7% | -32.1% | +93.8% | +78.0% |
| 6M | +98.5% | -19.8% | +118.3% | +107.5% |
| YTD | +13.0% | -13.2% | +26.2% | +14.6% |
| 1Y | +13.5% | -7.8% | +21.4% | +12.3% |
| 3Y | +3.6% | +89.3% | -85.7% | -19.5% |
| 5Y | -58.4% | -15.8% | -42.5% | -62.1% |
| All | +568.0% | +258.4% | +309.6% | +399.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling