-45.7%
TOST vs BURL
-10.4%
-35.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -1.1% |
| 7D | -3.4% | -2.8% | -0.6% | -2.3% |
| 30D | -2.4% | -28.2% | +25.7% | +12.7% |
| 3M | +34.6% | -17.6% | +52.2% | +46.1% |
| 6M | +15.2% | -11.8% | +27.0% | +19.7% |
| YTD | -4.4% | -8.1% | +3.7% | -2.9% |
| 1Y | -17.4% | -12.0% | -5.5% | -15.5% |
| 3Y | +54.5% | +63.3% | -8.8% | +10.2% |
| All | -45.7% | -10.4% | -35.3% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling