+10.7%
TTMI vs BURL
-4.6%
+15.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.7% | -17.8% | -11.0% |
| 7D | -19.2% | +10.4% | -29.6% | -20.3% |
| 30D | -44.9% | -4.9% | -39.9% | -44.0% |
| 3M | -44.7% | -29.8% | -15.0% | -40.5% |
| 6M | -53.4% | -16.5% | -36.9% | -52.7% |
| YTD | +6.3% | -10.5% | +16.9% | +9.7% |
| 1Y | +10.7% | -5.3% | +16.0% | +14.4% |
| All | +10.7% | -4.6% | +15.3% | +14.4% |
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