+210.0%
TGT vs BURL
+254.9%
-44.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +6.7% | -4.4% | +11.1% | +8.0% |
| 3M | +8.4% | -28.6% | +37.0% | +18.1% |
| 6M | +40.7% | -12.3% | +53.0% | +44.4% |
| YTD | +72.2% | -11.3% | +83.5% | +75.8% |
| 1Y | +86.2% | -10.4% | +96.6% | +88.5% |
| 3Y | +68.8% | +96.1% | -27.3% | +36.7% |
| 5Y | -25.2% | -5.0% | -20.2% | -30.9% |
| 10Y | +210.0% | +251.8% | -41.8% | +90.5% |
| All | +210.0% | +254.9% | -44.9% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling