-25.1%
TGT vs BURL
-14.7%
-10.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +5.5% | +5.9% | -0.3% | +3.8% |
| 30D | +6.0% | -8.3% | +14.4% | +8.7% |
| 3M | +8.0% | -31.6% | +39.6% | +20.1% |
| 6M | +32.3% | -16.6% | +48.9% | +38.2% |
| YTD | +71.3% | -12.1% | +83.3% | +75.5% |
| 1Y | +86.8% | -10.0% | +96.8% | +89.0% |
| 3Y | +67.9% | +94.3% | -26.4% | +33.1% |
| 5Y | -25.1% | -13.2% | -11.8% | -31.8% |
| All | -25.1% | -14.7% | -10.4% | -31.8% |
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