-23.4%
TSLL vs BURL
-9.5%
-13.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.5% | -12.3% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | +17.8% | -28.2% | +45.9% | +27.4% |
| 3M | -37.0% | -17.6% | -19.4% | -33.8% |
| 6M | -37.7% | -11.8% | -25.9% | -34.7% |
| YTD | -51.4% | -8.1% | -43.2% | -49.3% |
| 1Y | -23.4% | -12.0% | -11.4% | -32.1% |
| All | -23.4% | -9.5% | -13.8% | -32.1% |
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