+255.1%
BURL vs TDY
+518.8%
-263.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.9% |
| 7D | +7.7% | -2.5% | +10.2% | +8.8% |
| 30D | -7.1% | +4.8% | -12.0% | -10.3% |
| 3M | -30.3% | -6.9% | -23.4% | -27.7% |
| 6M | -15.5% | +3.5% | -19.1% | -18.7% |
| YTD | -11.0% | +26.0% | -36.9% | -24.9% |
| 1Y | -8.4% | +25.4% | -33.8% | -22.6% |
| 3Y | +96.7% | +70.9% | +25.8% | +34.5% |
| 5Y | -14.1% | +46.6% | -60.6% | -36.3% |
| 10Y | +255.1% | +468.9% | -213.8% | +34.7% |
| All | +255.1% | +518.8% | -263.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling