+149.5%
TFC vs BURL
+1,051.1%
-901.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +2.4% | -2.8% | +5.2% | +3.2% |
| 30D | -1.3% | -28.2% | +26.9% | +8.4% |
| 3M | +6.1% | -17.6% | +23.7% | +11.6% |
| 6M | +7.3% | -11.8% | +19.1% | +10.2% |
| YTD | +8.2% | -8.1% | +16.3% | +9.6% |
| 1Y | +14.4% | -12.0% | +26.4% | +16.2% |
| 3Y | +93.7% | +63.3% | +30.4% | +57.0% |
| 5Y | +16.4% | -10.8% | +27.2% | +8.2% |
| 10Y | +101.6% | +215.9% | -114.3% | +39.1% |
| All | +149.5% | +1,051.1% | -901.6% | +50.3% |
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