-43.4%
TOST vs BURL
-12.8%
-30.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +2.1% |
| 7D | +10.7% | +10.4% | +0.3% | +5.9% |
| 30D | +17.7% | -4.9% | +22.7% | +20.2% |
| 3M | +4.6% | -29.8% | +34.4% | +21.4% |
| 6M | +20.3% | -16.5% | +36.7% | +27.8% |
| YTD | -0.4% | -10.5% | +10.2% | +1.8% |
| 1Y | -0.8% | -5.3% | +4.6% | -2.1% |
| 3Y | +102.2% | +95.1% | +7.2% | +30.1% |
| 5Y | -41.3% | -12.1% | -29.2% | -41.6% |
| All | -43.4% | -12.8% | -30.6% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling