+804.2%
TEAM vs BURL
+465.1%
+339.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -2.6% |
| 7D | -13.7% | +10.4% | -24.1% | -16.1% |
| 30D | -3.4% | -4.9% | +1.5% | -2.4% |
| 3M | +72.1% | -29.8% | +101.9% | +87.4% |
| 6M | +103.8% | -16.5% | +120.3% | +110.6% |
| YTD | +17.1% | -10.5% | +27.7% | +17.8% |
| 1Y | +15.1% | -5.3% | +20.4% | +13.1% |
| 3Y | +7.3% | +95.1% | -87.7% | -16.8% |
| 5Y | -57.7% | -12.1% | -45.7% | -61.7% |
| 10Y | +605.9% | +273.2% | +332.7% | +380.7% |
| All | +804.2% | +465.1% | +339.1% | +505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling