+112.8%
TNA vs BURL
+86.7%
+26.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.8% |
| 7D | -7.0% | +4.1% | -11.1% | -9.3% |
| 30D | -6.4% | -9.5% | +3.0% | -0.2% |
| 3M | -25.7% | -33.5% | +7.8% | -3.4% |
| 6M | -19.7% | -22.1% | +2.4% | -8.2% |
| YTD | +18.3% | -14.6% | +32.8% | +26.6% |
| 1Y | +24.6% | -8.4% | +32.9% | +23.4% |
| 3Y | +112.8% | +86.6% | +26.3% | +69.8% |
| All | +112.8% | +86.7% | +26.1% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling