+547.9%
TDG vs BURL
+252.7%
+295.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +4.4% | +4.1% | +0.3% | +3.0% |
| 30D | +9.2% | -9.5% | +18.7% | +12.4% |
| 3M | -5.2% | -33.5% | +28.4% | +6.8% |
| 6M | -2.9% | -22.1% | +19.1% | +3.2% |
| YTD | -10.0% | -14.6% | +4.6% | -7.4% |
| 1Y | -5.9% | -8.4% | +2.5% | -6.0% |
| 3Y | +57.6% | +86.6% | -29.0% | +16.3% |
| 5Y | +116.5% | -17.2% | +133.7% | +104.9% |
| All | +547.9% | +252.7% | +295.2% | +358.9% |
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