-45.3%
TNA vs BURL
-10.8%
-34.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | +1.6% |
| 7D | +3.7% | -1.6% | +5.3% | +5.1% |
| 30D | +4.4% | -7.7% | +12.1% | +10.7% |
| 3M | -26.7% | -31.7% | +5.0% | -4.5% |
| 6M | -12.8% | -15.2% | +2.3% | -5.4% |
| YTD | +22.7% | -15.9% | +38.6% | +34.0% |
| 1Y | +35.7% | -14.2% | +49.9% | +42.5% |
| 3Y | +134.6% | +93.5% | +41.1% | +32.0% |
| All | -45.3% | -10.8% | -34.6% | -42.8% |
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 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