+378.4%
TYL vs BURL
+1,021.0%
-642.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.7% | -3.0% | +3.3% |
| 7D | +17.3% | +10.4% | +6.9% | +15.2% |
| 30D | +28.9% | -4.9% | +33.8% | +29.9% |
| 3M | +35.1% | -29.8% | +64.8% | +43.2% |
| 6M | +29.3% | -16.5% | +45.8% | +32.2% |
| YTD | -6.8% | -10.5% | +3.8% | -6.2% |
| 1Y | -9.9% | -5.3% | -4.6% | -10.7% |
| 3Y | +1.7% | +95.1% | -93.4% | -15.0% |
| 5Y | -21.6% | -12.1% | -9.5% | -26.4% |
| 10Y | +173.5% | +273.2% | -99.7% | +83.3% |
| All | +378.4% | +1,021.0% | -642.6% | +167.9% |
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