-22.1%
BURL vs TDY
-2.6%
-19.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.8% |
| 7D | +4.1% | -6.0% | +10.1% | +4.2% |
| 30D | -9.5% | +2.4% | -11.9% | -10.4% |
| 3M | -33.5% | -10.0% | -23.5% | -34.3% |
| 6M | -22.1% | -4.0% | -18.1% | -23.7% |
| All | -22.1% | -2.6% | -19.5% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling