+43.2%
TSN vs BURL
+89.8%
-46.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.2% |
| 7D | +6.9% | +3.5% | +3.4% | +6.7% |
| 30D | +15.7% | -9.3% | +24.9% | +15.9% |
| 3M | +4.3% | -32.1% | +36.4% | +5.5% |
| 6M | -10.6% | -19.8% | +9.2% | -10.0% |
| YTD | +5.2% | -13.2% | +18.4% | +5.5% |
| 1Y | +18.7% | -7.8% | +26.5% | +18.5% |
| All | +43.2% | +89.8% | -46.5% | +35.3% |
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