+11.6%
TLT vs BURL
+1,051.1%
-1,039.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | -0.6% | -28.2% | +27.6% | -1.3% |
| 3M | -2.7% | -17.6% | +14.9% | -3.1% |
| 6M | -5.6% | -11.8% | +6.2% | -5.8% |
| YTD | -2.8% | -8.1% | +5.4% | -2.8% |
| 1Y | -1.4% | -12.0% | +10.5% | -1.5% |
| 3Y | -1.6% | +63.3% | -64.9% | +0.7% |
| 5Y | -33.8% | -10.8% | -23.0% | -34.0% |
| 10Y | -21.1% | +215.9% | -237.1% | -15.5% |
| All | +11.6% | +1,051.1% | -1,039.5% | +26.9% |
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