+364.0%
TPR vs BURL
+269.3%
+94.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | -0.2% |
| 7D | +12.6% | +10.4% | +2.2% | +7.3% |
| 30D | +7.1% | -4.9% | +12.1% | +9.7% |
| 3M | -19.4% | -29.8% | +10.4% | -5.0% |
| 6M | -9.7% | -16.5% | +6.7% | -3.2% |
| YTD | -1.0% | -10.5% | +9.5% | +2.2% |
| 1Y | +19.3% | -5.3% | +24.6% | +18.4% |
| 3Y | +379.0% | +95.1% | +283.9% | +213.9% |
| 5Y | +239.1% | -12.1% | +251.2% | +215.3% |
| 10Y | +364.0% | +273.2% | +90.8% | +149.4% |
| All | +364.0% | +269.3% | +94.7% | +149.4% |
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