+203.2%
TSCO vs BURL
+254.9%
-51.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +9.8% | -4.4% | +14.3% | +10.9% |
| 3M | +4.8% | -28.6% | +33.4% | +12.1% |
| 6M | +23.3% | -12.3% | +35.6% | +25.5% |
| YTD | -25.1% | -11.3% | -13.8% | -24.1% |
| 1Y | -32.7% | -10.4% | -22.3% | -32.3% |
| 3Y | -2.0% | +96.1% | -98.0% | -19.6% |
| 5Y | -7.8% | -5.0% | -2.8% | -14.8% |
| 10Y | +203.2% | +251.8% | -48.7% | +98.7% |
| All | +203.2% | +254.9% | -51.8% | +98.7% |
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