+266.7%
TGT vs BURL
+987.9%
-721.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.4% |
| 7D | +4.0% | +3.5% | +0.6% | +3.1% |
| 30D | +2.3% | -9.3% | +11.6% | +4.9% |
| 3M | +7.8% | -32.1% | +39.9% | +18.5% |
| 6M | +24.7% | -19.8% | +44.5% | +30.9% |
| YTD | +66.0% | -13.2% | +79.2% | +70.3% |
| 1Y | +78.8% | -7.8% | +86.6% | +79.6% |
| 3Y | +56.2% | +89.3% | -33.1% | +28.8% |
| 5Y | -27.4% | -15.8% | -11.6% | -30.8% |
| 10Y | +220.5% | +262.2% | -41.6% | +105.6% |
| All | +266.7% | +987.9% | -721.3% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling