-43.8%
TOST vs BURL
-15.3%
-28.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.7% |
| 7D | +11.6% | +3.5% | +8.1% | +9.9% |
| 30D | +16.2% | -9.3% | +25.5% | +21.1% |
| 3M | +1.0% | -32.1% | +33.1% | +19.0% |
| 6M | +23.2% | -19.8% | +43.0% | +33.4% |
| YTD | -1.0% | -13.2% | +12.2% | +2.5% |
| 1Y | -9.9% | -7.8% | -2.1% | -10.1% |
| 3Y | +101.0% | +89.3% | +11.7% | +31.0% |
| 5Y | -40.4% | -15.8% | -24.6% | -39.9% |
| All | -43.8% | -15.3% | -28.4% | -44.5% |
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