-50.3%
TEAM vs BURL
-11.0%
-39.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.6% |
| 7D | -0.4% | -2.8% | +2.4% | +0.4% |
| 30D | +67.3% | -28.2% | +95.5% | +87.3% |
| 3M | +86.8% | -17.6% | +104.4% | +98.5% |
| 6M | +146.8% | -11.8% | +158.6% | +153.0% |
| YTD | +16.9% | -8.1% | +25.1% | +17.0% |
| 1Y | +12.8% | -12.0% | +24.7% | +13.2% |
| 3Y | -7.3% | +63.3% | -70.6% | -32.6% |
| All | -50.3% | -11.0% | -39.4% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling