-55.4%
TSLL vs BURL
+65.1%
-120.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.5% | -13.3% |
| 7D | +1.9% | -2.8% | +4.7% | +2.9% |
| 30D | +17.8% | -28.2% | +45.9% | +40.1% |
| 3M | -37.0% | -17.6% | -19.4% | -30.6% |
| 6M | -37.7% | -11.8% | -25.9% | -34.5% |
| YTD | -51.4% | -8.1% | -43.2% | -50.5% |
| 1Y | -23.4% | -12.0% | -11.4% | -21.7% |
| 3Y | -30.8% | +63.3% | -94.1% | -47.0% |
| All | -55.4% | +65.1% | -120.6% | -69.2% |
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