-49.1%
TSLL vs BURL
+60.8%
-109.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.7% | -14.0% | -10.3% |
| 7D | -9.4% | +10.4% | -19.8% | -14.4% |
| 30D | +1.6% | -4.9% | +6.5% | +3.3% |
| 3M | +29.4% | -29.8% | +59.2% | +53.0% |
| 6M | -20.1% | -16.5% | -3.7% | -15.2% |
| YTD | -44.5% | -10.5% | -34.0% | -43.7% |
| 1Y | -46.0% | -5.3% | -40.7% | -48.3% |
| 3Y | -4.3% | +95.1% | -99.3% | -33.0% |
| All | -49.1% | +60.8% | -109.9% | -65.0% |
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