+299.4%
TPR vs BURL
+63.9%
+235.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | -2.3% | -2.8% | +0.5% | -1.3% |
| 30D | -23.0% | -28.2% | +5.2% | -12.3% |
| 3M | -12.5% | -17.6% | +5.1% | -5.7% |
| 6M | -21.4% | -11.8% | -9.7% | -18.1% |
| YTD | -3.5% | -8.1% | +4.6% | -1.1% |
| 1Y | +17.4% | -12.0% | +29.3% | +21.1% |
| All | +299.4% | +63.9% | +235.5% | +253.4% |
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 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