-50.0%
TNA vs BURL
-17.2%
-32.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.9% |
| 7D | -7.0% | +4.1% | -11.1% | -9.5% |
| 30D | -6.4% | -9.5% | +3.0% | +0.3% |
| 3M | -25.7% | -33.5% | +7.8% | -1.7% |
| 6M | -19.7% | -22.1% | +2.4% | -7.3% |
| YTD | +18.3% | -14.6% | +32.8% | +27.4% |
| 1Y | +24.6% | -8.4% | +32.9% | +24.1% |
| 3Y | +112.8% | +86.6% | +26.3% | +24.3% |
| All | -50.0% | -17.2% | -32.8% | -49.2% |
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 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