+356.0%
TD vs BURL
+987.9%
-631.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.5% |
| 7D | -3.2% | +3.5% | -6.7% | -3.8% |
| 30D | +4.9% | -9.3% | +14.2% | +6.6% |
| 3M | +2.3% | -32.1% | +34.4% | +9.0% |
| 6M | +17.8% | -19.8% | +37.6% | +21.4% |
| YTD | +33.5% | -13.2% | +46.7% | +35.3% |
| 1Y | +55.9% | -7.8% | +63.7% | +55.8% |
| 3Y | +131.5% | +89.3% | +42.2% | +95.4% |
| 5Y | +103.3% | -15.8% | +119.1% | +94.2% |
| 10Y | +308.6% | +262.2% | +46.4% | +211.1% |
| All | +356.0% | +987.9% | -631.9% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling