-97.6%
TSLQ vs BURL
+81.2%
-178.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.2% | -15.3% | -9.2% |
| 7D | +8.5% | +7.7% | +0.8% | +12.5% |
| 30D | -4.8% | -7.1% | +2.4% | -8.1% |
| 3M | -34.9% | -30.3% | -4.6% | -45.7% |
| 6M | -10.6% | -15.5% | +4.9% | -16.9% |
| YTD | -13.4% | -11.0% | -2.4% | -16.2% |
| 1Y | -25.9% | -8.4% | -17.5% | -27.1% |
| 3Y | -96.9% | +96.7% | -193.6% | -95.4% |
| All | -97.6% | +81.2% | -178.8% | -96.1% |
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