+258.4%
TPR vs BURL
-15.9%
+274.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +8.3% |
| 7D | +13.9% | +3.5% | +10.4% | +12.1% |
| 30D | +14.9% | -9.3% | +24.2% | +19.4% |
| 3M | -15.4% | -32.1% | +16.7% | -1.4% |
| 6M | -4.5% | -19.8% | +15.3% | +3.2% |
| YTD | +6.0% | -13.2% | +19.2% | +10.5% |
| 1Y | +24.3% | -7.8% | +32.2% | +25.2% |
| 3Y | +412.8% | +89.3% | +323.5% | +275.1% |
| 5Y | +258.4% | -15.8% | +274.3% | +216.9% |
| All | +258.4% | -15.9% | +274.3% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling