+107.3%
TOST vs BURL
+95.5%
+11.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +3.1% |
| 7D | +10.7% | +10.4% | +0.3% | +7.4% |
| 30D | +17.7% | -4.9% | +22.7% | +19.5% |
| 3M | +4.6% | -29.8% | +34.4% | +16.2% |
| 6M | +20.3% | -16.5% | +36.7% | +25.8% |
| YTD | -0.4% | -10.5% | +10.2% | +1.5% |
| 1Y | -0.8% | -5.3% | +4.6% | -1.2% |
| All | +107.3% | +95.5% | +11.8% | +88.6% |
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