-10.3%
BURL vs TDY
+44.4%
-54.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -1.6% | +4.1% | -5.6% | -3.6% |
| 30D | -7.7% | +5.7% | -13.5% | -11.1% |
| 3M | -31.7% | -4.4% | -27.2% | -30.3% |
| 6M | -15.2% | +1.2% | -16.4% | -16.9% |
| YTD | -15.9% | +26.0% | -42.0% | -28.9% |
| 1Y | -14.2% | +27.4% | -41.6% | -27.9% |
| 3Y | +93.5% | +67.5% | +26.0% | +33.7% |
| All | -10.3% | +44.4% | -54.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling