+96.6%
TFC vs BURL
+63.9%
+32.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +2.4% | -2.8% | +5.2% | +3.1% |
| 30D | -1.3% | -28.2% | +26.9% | +6.6% |
| 3M | +6.1% | -17.6% | +23.7% | +10.5% |
| 6M | +7.3% | -11.8% | +19.1% | +9.6% |
| YTD | +8.2% | -8.1% | +16.3% | +9.4% |
| 1Y | +14.4% | -12.0% | +26.4% | +16.2% |
| All | +96.6% | +63.9% | +32.7% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling