+130.9%
TD vs BURL
+89.8%
+41.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.7% |
| 7D | -3.2% | +3.5% | -6.7% | -3.5% |
| 30D | +4.9% | -9.3% | +14.2% | +5.7% |
| 3M | +2.3% | -32.1% | +34.4% | +5.7% |
| 6M | +17.8% | -19.8% | +37.6% | +19.5% |
| YTD | +33.5% | -13.2% | +46.7% | +34.4% |
| 1Y | +55.9% | -7.8% | +63.7% | +55.9% |
| All | +130.9% | +89.8% | +41.1% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling