+460.1%
TEAM vs BURL
+252.7%
+207.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.6% | -14.6% | -15.7% |
| 7D | -19.8% | +4.1% | -23.9% | -20.7% |
| 30D | -21.5% | -9.5% | -12.0% | -19.5% |
| 3M | +39.5% | -33.5% | +73.0% | +54.5% |
| 6M | +73.1% | -22.1% | +95.2% | +82.6% |
| YTD | -5.2% | -14.6% | +9.4% | -3.4% |
| 1Y | -1.6% | -8.4% | +6.8% | -2.4% |
| 3Y | -11.4% | +86.6% | -98.0% | -30.9% |
| 5Y | -65.1% | -17.2% | -47.9% | -68.0% |
| All | +460.1% | +252.7% | +207.4% | +321.2% |
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