+206.5%
BURL vs TDY
+454.8%
-248.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.0% |
| 30D | -30.8% | -12.5% | -18.3% | -25.1% |
| 3M | -18.7% | -1.2% | -17.5% | -18.5% |
| 6M | -16.4% | -6.6% | -9.9% | -14.0% |
| YTD | -11.6% | +18.5% | -30.0% | -22.0% |
| 1Y | -12.0% | +10.8% | -22.8% | -19.4% |
| 3Y | +63.6% | +47.5% | +16.1% | +23.8% |
| 5Y | -12.6% | +35.8% | -48.4% | -31.6% |
| 10Y | +206.5% | +459.0% | -252.4% | +28.1% |
| All | +206.5% | +454.8% | -248.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TDY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling