+347.5%
TD vs BURL
+1,051.1%
-703.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.8% |
| 30D | +0.4% | -28.2% | +28.6% | +6.2% |
| 3M | +7.6% | -17.6% | +25.2% | +10.9% |
| 6M | +25.0% | -11.8% | +36.8% | +26.8% |
| YTD | +31.0% | -8.1% | +39.1% | +31.8% |
| 1Y | +65.2% | -12.0% | +77.1% | +66.5% |
| 3Y | +122.5% | +63.3% | +59.2% | +93.6% |
| 5Y | +124.8% | -10.8% | +135.6% | +112.7% |
| 10Y | +298.2% | +215.9% | +82.3% | +206.3% |
| All | +347.5% | +1,051.1% | -703.6% | +217.7% |
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