+66.7%
TGT vs BURL
+94.5%
-27.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +4.8% | +5.9% | -1.1% | +3.0% |
| 30D | +5.3% | -8.3% | +13.6% | +8.0% |
| 3M | +7.2% | -31.6% | +38.9% | +19.6% |
| 6M | +31.4% | -16.6% | +48.0% | +37.4% |
| YTD | +70.1% | -12.1% | +82.1% | +74.3% |
| 1Y | +85.5% | -10.0% | +95.5% | +87.6% |
| 3Y | +66.7% | +94.3% | -27.6% | +44.5% |
| All | +66.7% | +94.5% | -27.8% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling