+124.7%
TD vs BURL
+63.9%
+60.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.6% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | +0.4% | -28.2% | +28.6% | +3.7% |
| 3M | +7.6% | -17.6% | +25.2% | +9.5% |
| 6M | +25.0% | -11.8% | +36.8% | +26.0% |
| YTD | +31.0% | -8.1% | +39.1% | +31.4% |
| 1Y | +65.2% | -12.0% | +77.1% | +65.9% |
| All | +124.7% | +63.9% | +60.7% | +106.4% |
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