+88.6%
TGT vs BURL
-4.6%
+93.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +3.7% |
| 7D | +9.5% | +10.4% | -0.9% | +6.9% |
| 30D | +6.6% | -4.9% | +11.5% | +7.6% |
| 3M | +11.0% | -29.8% | +40.7% | +18.9% |
| 6M | +29.9% | -16.5% | +46.3% | +35.1% |
| YTD | +71.4% | -10.5% | +82.0% | +76.8% |
| 1Y | +88.6% | -5.3% | +93.9% | +93.1% |
| All | +88.6% | -4.6% | +93.2% | +93.1% |
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