+9.2%
TT vs BURL
-9.5%
+18.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -0.2% | -2.8% | +2.6% | +0.1% |
| 30D | -7.4% | -28.2% | +20.8% | -3.1% |
| 3M | -3.2% | -17.6% | +14.4% | -1.1% |
| 6M | +1.1% | -11.8% | +12.9% | +2.5% |
| YTD | +15.6% | -8.1% | +23.8% | +17.1% |
| 1Y | +9.2% | -12.0% | +21.1% | +13.2% |
| All | +9.2% | -9.5% | +18.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling