+94.4%
TT vs BURL
+95.5%
-1.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -3.0% |
| 7D | -8.5% | +10.4% | -18.9% | -10.1% |
| 30D | -12.8% | -4.9% | -7.9% | -12.1% |
| 3M | -12.9% | -29.8% | +16.9% | -7.5% |
| 6M | -15.2% | -16.5% | +1.2% | -13.3% |
| YTD | +6.2% | -10.5% | +16.8% | +7.3% |
| 1Y | -4.5% | -5.3% | +0.8% | -4.9% |
| All | +94.4% | +95.5% | -1.2% | +84.9% |
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