+536.2%
TTMI vs BURL
+987.9%
-451.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.4% |
| 7D | -29.0% | +3.5% | -32.5% | -29.7% |
| 30D | -53.1% | -9.3% | -43.8% | -52.2% |
| 3M | -52.6% | -32.1% | -20.5% | -48.0% |
| 6M | -61.0% | -19.8% | -41.2% | -59.4% |
| YTD | -9.8% | -13.2% | +3.4% | -7.8% |
| 1Y | -11.2% | -7.8% | -3.4% | -11.3% |
| 3Y | +325.0% | +89.3% | +235.7% | +249.9% |
| 5Y | +335.4% | -15.8% | +351.2% | +316.7% |
| 10Y | +380.1% | +262.2% | +117.9% | +223.7% |
| All | +536.2% | +987.9% | -451.7% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling