+299.2%
TD vs BURL
+247.8%
+51.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -0.7% | +5.9% | -6.6% | -1.8% |
| 30D | +7.6% | -8.3% | +15.9% | +9.3% |
| 3M | +3.0% | -31.6% | +34.7% | +10.3% |
| 6M | +16.8% | -16.6% | +33.4% | +19.8% |
| YTD | +34.3% | -12.1% | +46.4% | +35.9% |
| 1Y | +56.0% | -10.0% | +65.9% | +56.5% |
| 3Y | +132.4% | +94.3% | +38.1% | +90.2% |
| 5Y | +103.7% | -13.2% | +116.9% | +93.4% |
| 10Y | +299.2% | +252.5% | +46.6% | +206.0% |
| All | +299.2% | +247.8% | +51.3% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling