+960.9%
BURL vs TDY
+615.8%
+345.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -2.8% | -1.8% | -1.0% | -1.7% |
| 30D | -28.2% | -10.7% | -17.5% | -23.4% |
| 3M | -17.6% | -1.3% | -16.3% | -17.4% |
| 6M | -11.8% | -10.6% | -1.2% | -7.1% |
| YTD | -8.1% | +19.6% | -27.7% | -19.0% |
| 1Y | -12.0% | +11.6% | -23.6% | -19.5% |
| 3Y | +63.3% | +45.2% | +18.1% | +26.3% |
| 5Y | -10.8% | +36.1% | -46.9% | -29.4% |
| 10Y | +215.9% | +458.8% | -242.9% | +25.2% |
| All | +960.9% | +615.8% | +345.1% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling