+18.2%
TSN vs BURL
+247.8%
-229.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +5.8% | +5.9% | 0.0% | +4.9% |
| 30D | +12.8% | -8.3% | +21.2% | +14.3% |
| 3M | +6.5% | -31.6% | +38.1% | +12.7% |
| 6M | -10.3% | -16.6% | +6.3% | -8.3% |
| YTD | +5.5% | -12.1% | +17.6% | +6.4% |
| 1Y | +15.8% | -10.0% | +25.8% | +15.8% |
| 3Y | +42.5% | +94.3% | -51.8% | +18.6% |
| 5Y | -14.3% | -13.2% | -1.1% | -18.3% |
| 10Y | +18.2% | +252.5% | -234.3% | -25.8% |
| All | +18.2% | +247.8% | -229.6% | -25.8% |
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