-65.3%
TEAM vs BURL
-17.2%
-48.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.6% | -14.6% | -15.6% |
| 7D | -19.8% | +4.1% | -23.9% | -21.0% |
| 30D | -21.5% | -9.5% | -12.0% | -18.9% |
| 3M | +39.5% | -33.5% | +73.0% | +59.9% |
| 6M | +73.1% | -22.1% | +95.2% | +85.6% |
| YTD | -5.2% | -14.6% | +9.4% | -3.2% |
| 1Y | -1.6% | -8.4% | +6.8% | -3.4% |
| 3Y | -11.4% | +86.6% | -98.0% | -41.2% |
| All | -65.3% | -17.2% | -48.1% | -67.2% |
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 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