-2.7%
TEAM vs BURL
-9.4%
+6.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | -17.2% | +7.7% | -24.9% | -17.1% |
| 30D | -25.1% | -7.1% | -17.9% | -25.1% |
| 3M | +3.9% | -30.3% | +34.2% | +4.8% |
| 6M | +69.1% | -15.5% | +84.7% | +69.0% |
| YTD | -4.5% | -11.0% | +6.5% | -4.0% |
| All | -2.7% | -9.4% | +6.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling