+62.6%
TD vs BURL
-4.6%
+67.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +2.0% |
| 7D | +1.4% | +10.4% | -9.0% | +0.4% |
| 30D | +10.2% | -4.9% | +15.2% | +10.7% |
| 3M | +8.1% | -29.8% | +37.9% | +12.4% |
| 6M | +22.3% | -16.5% | +38.8% | +23.5% |
| YTD | +39.0% | -10.5% | +49.6% | +39.3% |
| 1Y | +62.6% | -5.3% | +67.9% | +60.9% |
| All | +62.6% | -4.6% | +67.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling