+366.4%
TTMI vs BURL
-17.2%
+383.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.6% | +8.5% | +7.3% |
| 7D | -19.8% | +4.1% | -23.9% | -20.8% |
| 30D | -48.1% | -9.5% | -38.7% | -47.0% |
| 3M | -51.2% | -33.5% | -17.7% | -46.0% |
| 6M | -59.6% | -22.1% | -37.5% | -57.6% |
| YTD | -3.6% | -14.6% | +11.0% | -1.0% |
| 1Y | -2.3% | -8.4% | +6.0% | -2.5% |
| 3Y | +369.4% | +86.6% | +282.8% | +299.9% |
| All | +366.4% | -17.2% | +383.6% | +321.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling