+80.9%
TFC vs BURL
+247.8%
-167.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | +1.7% | +5.9% | -4.1% | -0.2% |
| 30D | +9.0% | -8.3% | +17.3% | +11.8% |
| 3M | -2.1% | -31.6% | +29.5% | +9.8% |
| 6M | +3.4% | -16.6% | +20.0% | +7.9% |
| YTD | +5.3% | -12.1% | +17.4% | +7.6% |
| 1Y | +16.2% | -10.0% | +26.1% | +16.9% |
| 3Y | +94.8% | +94.3% | +0.5% | +43.1% |
| 5Y | -0.7% | -13.2% | +12.6% | -7.4% |
| 10Y | +80.9% | +252.5% | -171.6% | +25.5% |
| All | +80.9% | +247.8% | -167.0% | +25.5% |
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