+97.3%
TEM vs BURL
+12.0%
+85.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | +16.8% | -4.4% | +21.3% | +19.0% |
| 3M | +42.6% | -28.6% | +71.2% | +64.9% |
| 6M | +63.9% | -12.3% | +76.2% | +63.9% |
| YTD | +34.5% | -11.3% | +45.8% | +33.5% |
| 1Y | +11.0% | -10.4% | +21.4% | +7.9% |
| All | +97.3% | +12.0% | +85.3% | +47.2% |
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 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