+75.7%
TFC vs BURL
+232.1%
-156.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +2.4% |
| 7D | +2.3% | -1.6% | +3.8% | +2.7% |
| 30D | +10.8% | -7.7% | +18.6% | +13.5% |
| 3M | -3.8% | -31.7% | +27.9% | +7.9% |
| 6M | +9.6% | -15.2% | +24.7% | +13.7% |
| YTD | +5.8% | -15.9% | +21.7% | +9.6% |
| 1Y | +16.2% | -14.2% | +30.4% | +18.7% |
| 3Y | +96.0% | +93.5% | +2.5% | +43.9% |
| 5Y | +1.7% | -9.9% | +11.6% | -7.0% |
| All | +75.7% | +232.1% | -156.4% | +24.3% |
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