+18.0%
TFC vs BURL
-5.1%
+23.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | +1.1% | +3.5% | -2.4% | +0.5% |
| 30D | +7.8% | -9.3% | +17.0% | +9.3% |
| 3M | -4.8% | -32.1% | +27.3% | +1.9% |
| 6M | +1.8% | -19.8% | +21.6% | +4.9% |
| YTD | +4.4% | -13.2% | +17.6% | +7.3% |
| 1Y | +18.0% | -7.8% | +25.8% | +21.0% |
| All | +18.0% | -5.1% | +23.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling