+227.5%
TSCO vs BURL
+261.4%
-33.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.0% |
| 7D | +5.9% | +7.7% | -1.8% | +4.2% |
| 30D | +11.0% | -7.1% | +18.1% | +12.7% |
| 3M | +9.0% | -30.3% | +39.3% | +17.1% |
| 6M | +23.9% | -15.5% | +39.4% | +27.1% |
| YTD | -23.7% | -11.0% | -12.8% | -22.8% |
| 1Y | -29.4% | -8.4% | -21.0% | -29.3% |
| 3Y | +1.6% | +96.7% | -95.1% | -16.7% |
| 5Y | -7.1% | -14.1% | +6.9% | -12.2% |
| 10Y | +227.5% | +255.1% | -27.5% | +115.0% |
| All | +227.5% | +261.4% | -33.9% | +115.0% |
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