-96.4%
TSLQ vs BURL
+86.7%
-183.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.6% | -6.8% | -9.2% |
| 7D | +19.7% | +4.1% | +15.6% | +22.2% |
| 30D | +4.1% | -9.5% | +13.6% | -1.9% |
| 3M | -30.9% | -33.5% | +2.6% | -46.3% |
| 6M | -13.6% | -22.1% | +8.5% | -25.2% |
| YTD | -2.6% | -14.6% | +12.0% | -8.9% |
| 1Y | -10.4% | -8.4% | -2.1% | -12.0% |
| 3Y | -96.4% | +86.6% | -182.9% | -94.9% |
| All | -96.4% | +86.7% | -183.1% | -94.9% |
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