+911.5%
TT vs BURL
+215.5%
+696.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | -7.4% | -28.2% | +20.8% | -0.1% |
| 3M | -3.2% | -17.6% | +14.4% | +0.8% |
| 6M | +1.1% | -11.8% | +12.9% | +3.2% |
| YTD | +15.6% | -8.1% | +23.8% | +16.8% |
| 1Y | +9.2% | -12.0% | +21.1% | +10.5% |
| 3Y | +124.4% | +63.3% | +61.1% | +89.5% |
| 5Y | +138.0% | -10.8% | +148.8% | +124.3% |
| All | +911.5% | +215.5% | +696.0% | +683.0% |
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