+11.0%
TLT vs BURL
+1,021.0%
-1,009.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +1.0% |
| 7D | +1.0% | +10.4% | -9.5% | +1.2% |
| 30D | +6.0% | -4.9% | +11.0% | +5.9% |
| 3M | -0.9% | -29.8% | +28.9% | -1.7% |
| 6M | -2.3% | -16.5% | +14.2% | -2.6% |
| YTD | -3.3% | -10.5% | +7.2% | -3.4% |
| 1Y | -5.6% | -5.3% | -0.3% | -5.5% |
| 3Y | +5.2% | +95.1% | -89.8% | +8.5% |
| 5Y | -33.9% | -12.1% | -21.8% | -34.1% |
| 10Y | -17.8% | +273.2% | -290.9% | -11.3% |
| All | +11.0% | +1,021.0% | -1,009.9% | +26.2% |
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