+116.6%
TYL vs BURL
+215.5%
-98.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.5% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | +18.7% | -28.2% | +46.9% | +25.5% |
| 3M | +18.1% | -17.6% | +35.7% | +21.7% |
| 6M | -1.1% | -11.8% | +10.7% | 0.0% |
| YTD | -19.8% | -8.1% | -11.7% | -19.5% |
| 1Y | -34.3% | -12.0% | -22.4% | -34.0% |
| 3Y | -8.2% | +63.3% | -71.5% | -20.2% |
| 5Y | -25.4% | -10.8% | -14.6% | -30.4% |
| All | +116.6% | +215.5% | -98.8% | +67.0% |
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