-12.2%
TSN vs BURL
+215.5%
-227.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -6.3% | -2.8% | -3.5% | -5.9% |
| 30D | -10.8% | -28.2% | +17.4% | -6.1% |
| 3M | -8.8% | -17.6% | +8.8% | -6.2% |
| 6M | -16.8% | -11.8% | -5.0% | -15.8% |
| YTD | -10.0% | -8.1% | -1.9% | -9.7% |
| 1Y | -5.3% | -12.0% | +6.7% | -4.7% |
| 3Y | +8.5% | +63.3% | -54.8% | -6.2% |
| 5Y | -22.9% | -10.8% | -12.1% | -26.6% |
| All | -12.2% | +215.5% | -227.7% | -44.4% |
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