+125.6%
TD vs BURL
-11.0%
+136.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +0.3% | -2.8% | +3.1% | +0.7% |
| 30D | +0.4% | -28.2% | +28.6% | +4.8% |
| 3M | +7.6% | -17.6% | +25.2% | +10.1% |
| 6M | +25.0% | -11.8% | +36.8% | +26.3% |
| YTD | +31.0% | -8.1% | +39.1% | +31.6% |
| 1Y | +65.2% | -12.0% | +77.1% | +66.2% |
| 3Y | +122.5% | +63.3% | +59.2% | +99.5% |
| All | +125.6% | -11.0% | +136.5% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling