+28.0%
TNA vs BURL
-10.6%
+38.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -0.5% | +5.9% | -6.3% | -2.3% |
| 30D | -0.7% | -8.3% | +7.6% | +2.5% |
| 3M | -21.5% | -31.6% | +10.2% | -9.8% |
| 6M | -11.2% | -16.6% | +5.4% | -7.3% |
| YTD | +27.0% | -12.1% | +39.1% | +34.9% |
| 1Y | +28.0% | -10.0% | +38.0% | +36.0% |
| All | +28.0% | -10.6% | +38.6% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling