-97.7%
TSLQ vs BURL
+71.2%
-168.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +2.1% |
| 7D | -16.8% | -1.6% | -15.3% | -17.2% |
| 30D | -18.0% | -7.7% | -10.2% | -21.0% |
| 3M | -34.5% | -31.7% | -2.8% | -45.7% |
| 6M | -8.9% | -15.2% | +6.2% | -14.6% |
| YTD | -19.0% | -15.9% | -3.1% | -23.6% |
| 1Y | -38.2% | -14.2% | -24.0% | -41.0% |
| 3Y | -96.9% | +93.5% | -190.4% | -95.4% |
| All | -97.7% | +71.2% | -168.9% | -96.4% |
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