-17.8%
TLN vs BURL
-19.4%
+1.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -3.0% |
| 7D | -9.4% | +3.5% | -12.8% | -9.6% |
| 30D | -15.2% | -9.3% | -6.0% | -13.3% |
| 3M | -4.1% | -32.1% | +28.0% | +1.4% |
| 6M | -17.8% | -19.8% | +2.0% | -20.1% |
| All | -17.8% | -19.4% | +1.6% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling