+175.2%
TYL vs BURL
+258.4%
-83.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.2% |
| 7D | +15.1% | +3.5% | +11.6% | +14.4% |
| 30D | +30.1% | -9.3% | +39.3% | +32.1% |
| 3M | +40.4% | -32.1% | +72.5% | +49.4% |
| 6M | +31.3% | -19.8% | +51.1% | +35.1% |
| YTD | -5.2% | -13.2% | +8.0% | -4.2% |
| 1Y | -6.6% | -7.8% | +1.2% | -7.0% |
| 3Y | +3.4% | +89.3% | -85.9% | -12.9% |
| 5Y | -19.3% | -15.8% | -3.5% | -24.0% |
| All | +175.2% | +258.4% | -83.2% | +108.6% |
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