+886.6%
BURL vs TDY
+625.1%
+261.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -4.1% |
| 7D | +4.1% | -6.0% | +10.1% | +7.3% |
| 30D | -9.5% | +2.4% | -11.9% | -11.3% |
| 3M | -33.5% | -10.0% | -23.5% | -29.9% |
| 6M | -22.1% | -4.0% | -18.1% | -21.5% |
| YTD | -14.6% | +21.1% | -35.7% | -25.7% |
| 1Y | -8.4% | +22.1% | -30.4% | -20.7% |
| 3Y | +86.6% | +64.0% | +22.6% | +33.4% |
| 5Y | -17.2% | +38.6% | -55.8% | -35.5% |
| 10Y | +256.4% | +501.5% | -245.1% | +35.8% |
| All | +886.6% | +625.1% | +261.5% | +251.0% |
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