-38.2%
TSLQ vs BURL
-15.0%
-23.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +3.4% |
| 7D | -16.8% | -1.6% | -15.3% | -16.9% |
| 30D | -18.0% | -7.7% | -10.2% | -18.8% |
| 3M | -34.5% | -31.7% | -2.8% | -38.7% |
| 6M | -8.9% | -15.2% | +6.2% | -11.3% |
| YTD | -19.0% | -15.9% | -3.1% | -23.8% |
| 1Y | -38.2% | -14.2% | -24.0% | -42.6% |
| All | -38.2% | -15.0% | -23.2% | -42.6% |
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