+802.8%
TEAM vs BURL
+480.3%
+322.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.3% |
| 7D | -0.4% | -2.8% | +2.4% | +0.2% |
| 30D | +67.3% | -28.2% | +95.5% | +82.0% |
| 3M | +86.8% | -17.6% | +104.4% | +95.6% |
| 6M | +146.8% | -11.8% | +158.6% | +151.9% |
| YTD | +16.9% | -8.1% | +25.1% | +17.4% |
| 1Y | +12.8% | -12.0% | +24.7% | +13.4% |
| 3Y | -7.3% | +63.3% | -70.6% | -24.1% |
| 5Y | -50.7% | -10.8% | -39.9% | -55.4% |
| 10Y | +529.8% | +215.9% | +313.9% | +344.3% |
| All | +802.8% | +480.3% | +322.4% | +503.7% |
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