+85.8%
TT vs BURL
+89.8%
-4.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.9% |
| 7D | -9.0% | +3.5% | -12.4% | -9.5% |
| 30D | -17.6% | -9.3% | -8.3% | -16.3% |
| 3M | -18.7% | -32.1% | +13.4% | -13.1% |
| 6M | -17.4% | -19.8% | +2.4% | -14.9% |
| YTD | +1.5% | -13.2% | +14.7% | +3.1% |
| 1Y | -9.4% | -7.8% | -1.6% | -9.4% |
| All | +85.8% | +89.8% | -4.0% | +77.7% |
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