-0.7%
TFC vs BURL
-14.7%
+14.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.2% |
| 7D | +1.7% | +5.9% | -4.1% | +0.3% |
| 30D | +9.0% | -8.3% | +17.3% | +11.1% |
| 3M | -2.1% | -31.6% | +29.5% | +6.5% |
| 6M | +3.4% | -16.6% | +20.0% | +6.8% |
| YTD | +5.3% | -12.1% | +17.4% | +7.1% |
| 1Y | +16.2% | -10.0% | +26.1% | +17.0% |
| 3Y | +94.8% | +94.3% | +0.5% | +58.7% |
| 5Y | -0.7% | -13.2% | +12.6% | -7.2% |
| All | -0.7% | -14.7% | +14.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling