+441.0%
TEAM vs BURL
+247.8%
+193.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -22.2% | +5.9% | -28.1% | -23.4% |
| 30D | -28.1% | -8.3% | -19.8% | -26.6% |
| 3M | -2.2% | -31.6% | +29.5% | +7.6% |
| 6M | +62.2% | -16.6% | +78.8% | +68.0% |
| YTD | -8.4% | -12.1% | +3.7% | -7.3% |
| 1Y | -6.6% | -10.0% | +3.4% | -6.8% |
| 3Y | -15.7% | +94.3% | -110.0% | -34.9% |
| 5Y | -65.7% | -13.2% | -52.5% | -68.9% |
| 10Y | +441.0% | +252.5% | +188.4% | +305.3% |
| All | +441.0% | +247.8% | +193.1% | +305.3% |
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