-34.6%
TLT vs BURL
-17.2%
-17.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +4.1% | -4.0% | 0.0% |
| 30D | +6.2% | -9.5% | +15.6% | +6.4% |
| 3M | -0.3% | -33.5% | +33.2% | +0.4% |
| 6M | -3.4% | -22.1% | +18.7% | -3.0% |
| YTD | -3.1% | -14.6% | +11.4% | -2.9% |
| 1Y | -5.2% | -8.4% | +3.1% | -5.2% |
| 3Y | +6.5% | +86.6% | -80.1% | +5.0% |
| All | -34.6% | -17.2% | -17.4% | -37.6% |
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