+216.7%
TGT vs BURL
+252.7%
-36.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.6% | +4.1% | -1.5% | +1.5% |
| 30D | +5.0% | -9.5% | +14.4% | +7.8% |
| 3M | +8.5% | -33.5% | +42.0% | +20.5% |
| 6M | +23.8% | -22.1% | +45.9% | +31.1% |
| YTD | +66.5% | -14.6% | +81.1% | +71.6% |
| 1Y | +84.9% | -8.4% | +93.2% | +86.0% |
| 3Y | +59.2% | +86.6% | -27.3% | +30.7% |
| 5Y | -27.2% | -17.2% | -10.0% | -30.6% |
| All | +216.7% | +252.7% | -36.0% | +98.1% |
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 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