-60.3%
TSLL vs BURL
+56.1%
-116.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -18.9% | -20.4% |
| 7D | -28.9% | +3.5% | -32.4% | -30.2% |
| 30D | -21.4% | -9.3% | -12.2% | -17.8% |
| 3M | +5.0% | -32.1% | +37.1% | +26.9% |
| 6M | -36.6% | -19.8% | -16.8% | -30.8% |
| YTD | -56.6% | -13.2% | -43.5% | -55.2% |
| 1Y | -60.9% | -7.8% | -53.0% | -61.9% |
| 3Y | -25.2% | +89.3% | -114.5% | -46.6% |
| All | -60.3% | +56.1% | -116.3% | -72.1% |
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 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