-14.0%
TSN vs BURL
-17.2%
+3.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +4.6% | +4.1% | +0.5% | +4.3% |
| 30D | +15.4% | -9.5% | +24.9% | +16.2% |
| 3M | +2.9% | -33.5% | +36.4% | +5.8% |
| 6M | -10.8% | -22.1% | +11.3% | -9.4% |
| YTD | +4.5% | -14.6% | +19.0% | +5.1% |
| 1Y | +19.5% | -8.4% | +27.9% | +19.3% |
| 3Y | +42.2% | +86.6% | -44.3% | +30.1% |
| All | -14.0% | -17.2% | +3.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling