+379.8%
TPR vs BURL
+251.7%
+128.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.3% |
| 7D | +12.1% | +5.9% | +6.2% | +8.7% |
| 30D | +16.7% | -8.3% | +25.0% | +21.4% |
| 3M | -17.4% | -31.6% | +14.3% | -1.5% |
| 6M | +2.3% | -16.6% | +18.9% | +9.4% |
| YTD | +7.1% | -12.1% | +19.2% | +11.4% |
| 1Y | +29.5% | -10.0% | +39.5% | +31.5% |
| 3Y | +415.0% | +94.3% | +320.8% | +237.5% |
| 5Y | +261.5% | -13.2% | +274.7% | +237.9% |
| All | +379.8% | +251.7% | +128.1% | +163.4% |
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