-20.8%
TGT vs BURL
-11.0%
-9.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.6% |
| 30D | +12.2% | -28.2% | +40.3% | +23.2% |
| 3M | +33.8% | -17.6% | +51.4% | +41.1% |
| 6M | +39.3% | -11.8% | +51.1% | +43.0% |
| YTD | +72.9% | -8.1% | +81.0% | +75.2% |
| 1Y | +84.6% | -12.0% | +96.5% | +87.9% |
| 3Y | +46.2% | +63.3% | -17.1% | +21.8% |
| All | -20.8% | -11.0% | -9.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling