+77.9%
TEM vs BURL
+6.1%
+71.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -4.1% |
| 7D | -5.9% | -1.6% | -4.3% | -5.0% |
| 30D | +4.8% | -7.7% | +12.5% | +8.5% |
| 3M | +31.9% | -31.7% | +63.5% | +55.5% |
| 6M | +56.0% | -15.2% | +71.2% | +57.7% |
| YTD | +21.3% | -15.9% | +37.2% | +23.4% |
| 1Y | +5.4% | -14.2% | +19.6% | +4.1% |
| All | +77.9% | +6.1% | +71.8% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling