+145.7%
TFC vs BURL
+1,021.0%
-875.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +0.7% |
| 7D | +5.1% | +10.4% | -5.3% | +2.0% |
| 30D | +9.8% | -4.9% | +14.7% | +11.2% |
| 3M | -2.4% | -29.8% | +27.3% | +7.4% |
| 6M | +4.9% | -16.5% | +21.4% | +9.1% |
| YTD | +6.6% | -10.5% | +17.1% | +8.2% |
| 1Y | +21.3% | -5.3% | +26.6% | +20.3% |
| 3Y | +89.0% | +95.1% | -6.0% | +44.4% |
| 5Y | +1.5% | -12.1% | +13.6% | -5.6% |
| 10Y | +99.8% | +273.2% | -173.4% | +34.5% |
| All | +145.7% | +1,021.0% | -875.2% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling