+1,054.4%
TTMI vs BURL
+215.5%
+839.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.1% |
| 7D | +5.9% | -2.8% | +8.6% | +6.7% |
| 30D | -4.3% | -28.2% | +23.9% | +5.2% |
| 3M | -32.0% | -17.6% | -14.5% | -28.7% |
| 6M | +19.5% | -11.8% | +31.2% | +22.6% |
| YTD | +82.0% | -8.1% | +90.2% | +84.7% |
| 1Y | +172.6% | -12.0% | +184.6% | +177.5% |
| 3Y | +744.7% | +63.3% | +681.4% | +607.8% |
| 5Y | +805.6% | -10.8% | +816.4% | +756.3% |
| All | +1,054.4% | +215.5% | +839.0% | +619.6% |
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