+555.9%
TDG vs BURL
+261.4%
+294.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.5% |
| 7D | +0.4% | +7.7% | -7.3% | -1.9% |
| 30D | +10.0% | -7.1% | +17.2% | +12.3% |
| 3M | -0.5% | -30.3% | +29.8% | +10.3% |
| 6M | +0.3% | -15.5% | +15.9% | +4.1% |
| YTD | -8.3% | -11.0% | +2.6% | -6.9% |
| 1Y | -5.1% | -8.4% | +3.3% | -5.2% |
| 3Y | +46.5% | +96.7% | -50.1% | +6.3% |
| 5Y | +114.1% | -14.1% | +128.1% | +100.5% |
| 10Y | +555.9% | +255.1% | +300.9% | +359.9% |
| All | +555.9% | +261.4% | +294.5% | +359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling