-3.8%
TSLL vs BURL
+95.5%
-99.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.7% | -14.0% | -10.5% |
| 7D | -9.4% | +10.4% | -19.8% | -14.7% |
| 30D | +1.6% | -4.9% | +6.5% | +3.5% |
| 3M | +29.4% | -29.8% | +59.2% | +56.1% |
| 6M | -20.1% | -16.5% | -3.7% | -14.7% |
| YTD | -44.5% | -10.5% | -34.0% | -43.8% |
| 1Y | -46.0% | -5.3% | -40.7% | -49.1% |
| All | -3.8% | +95.5% | -99.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling