-33.0%
TSCO vs BURL
-13.7%
-19.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +8.7% | -4.3% | +13.0% | +8.9% |
| 3M | +1.2% | -28.8% | +30.0% | +4.0% |
| 6M | +21.6% | -12.8% | +34.4% | +21.1% |
| YTD | -25.3% | -12.8% | -12.5% | -24.0% |
| 1Y | -33.0% | -12.3% | -20.7% | -31.8% |
| All | -33.0% | -13.7% | -19.3% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling