-21.6%
TYL vs BURL
-10.9%
-10.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.7% | -3.0% | +3.3% |
| 7D | +17.3% | +10.4% | +6.9% | +15.1% |
| 30D | +28.9% | -4.9% | +33.8% | +30.0% |
| 3M | +35.1% | -29.8% | +64.8% | +43.8% |
| 6M | +29.3% | -16.5% | +45.8% | +32.4% |
| YTD | -6.8% | -10.5% | +3.8% | -6.3% |
| 1Y | -9.9% | -5.3% | -4.6% | -11.0% |
| 3Y | +1.7% | +95.1% | -93.4% | -18.9% |
| 5Y | -21.6% | -12.1% | -9.5% | -27.2% |
| All | -21.6% | -10.9% | -10.6% | -27.2% |
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