+129.6%
TD vs BURL
+86.7%
+42.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.7% | +4.1% | -5.8% | -2.0% |
| 30D | +8.2% | -9.5% | +17.7% | +9.1% |
| 3M | +1.7% | -33.5% | +35.2% | +5.3% |
| 6M | +14.2% | -22.1% | +36.3% | +16.2% |
| YTD | +32.8% | -14.6% | +47.3% | +33.9% |
| 1Y | +55.5% | -8.4% | +63.8% | +55.6% |
| 3Y | +129.6% | +86.6% | +43.1% | +120.9% |
| All | +129.6% | +86.7% | +42.9% | +120.9% |
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 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