-27.2%
TSLQ vs BURL
-9.1%
-18.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.7% |
| 7D | -7.3% | -0.8% | -6.5% | -7.2% |
| 30D | -13.2% | -4.4% | -8.8% | -13.9% |
| 3M | -37.6% | -28.6% | -9.1% | -41.8% |
| 6M | -9.3% | -12.3% | +3.0% | -11.5% |
| YTD | -19.1% | -11.3% | -7.8% | -23.1% |
| 1Y | -27.2% | -10.4% | -16.8% | -31.5% |
| All | -27.2% | -9.1% | -18.1% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling