+201.6%
TGT vs BURL
+232.1%
-30.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.3% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | +4.7% | -7.7% | +12.4% | +7.0% |
| 3M | +4.6% | -31.7% | +36.2% | +15.2% |
| 6M | +34.9% | -15.2% | +50.0% | +39.6% |
| YTD | +70.9% | -15.9% | +86.8% | +76.9% |
| 1Y | +84.4% | -14.2% | +98.6% | +88.8% |
| 3Y | +69.1% | +93.5% | -24.4% | +37.6% |
| 5Y | -26.9% | -9.9% | -17.0% | -31.5% |
| All | +201.6% | +232.1% | -30.5% | +90.1% |
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