-17.3%
TLN vs BURL
-4.6%
-12.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +7.7% | -16.2% | -9.4% |
| 7D | -6.0% | +10.4% | -16.4% | -7.2% |
| 30D | -1.5% | -4.9% | +3.4% | -0.5% |
| 3M | -3.9% | -29.8% | +25.9% | +0.9% |
| 6M | -15.0% | -16.5% | +1.4% | -15.3% |
| YTD | -12.8% | -10.5% | -2.3% | -13.1% |
| 1Y | -17.3% | -5.3% | -12.0% | -16.7% |
| All | -17.3% | -4.6% | -12.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling