+88.5%
TFC vs BURL
+252.7%
-164.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +1.2% | +4.1% | -2.9% | -0.1% |
| 30D | +8.3% | -9.5% | +17.8% | +11.6% |
| 3M | -5.2% | -33.5% | +28.3% | +7.3% |
| 6M | -0.8% | -22.1% | +21.3% | +5.9% |
| YTD | +3.4% | -14.6% | +18.0% | +6.7% |
| 1Y | +17.0% | -8.4% | +25.4% | +17.0% |
| 3Y | +86.2% | +86.6% | -0.4% | +38.7% |
| 5Y | -2.3% | -17.2% | +14.9% | -7.4% |
| All | +88.5% | +252.7% | -164.1% | +33.1% |
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