-16.9%
TLT vs BURL
+258.4%
-275.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.2% |
| 7D | +0.5% | +3.5% | -2.9% | +0.6% |
| 30D | +6.0% | -9.3% | +15.3% | +5.8% |
| 3M | -0.9% | -32.1% | +31.2% | -1.7% |
| 6M | -2.6% | -19.8% | +17.2% | -3.0% |
| YTD | -3.1% | -13.2% | +10.1% | -3.3% |
| 1Y | -4.4% | -7.8% | +3.5% | -4.3% |
| 3Y | +5.5% | +89.3% | -83.9% | +8.5% |
| 5Y | -34.7% | -15.8% | -18.9% | -35.4% |
| All | -16.9% | +258.4% | -275.3% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling