+43.4%
TDG vs BURL
+87.4%
-44.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.7% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | +9.7% | -7.7% | +17.4% | +10.9% |
| 3M | -2.3% | -31.7% | +29.3% | +2.8% |
| 6M | +1.3% | -15.2% | +16.5% | +3.0% |
| YTD | -8.5% | -15.9% | +7.5% | -6.8% |
| 1Y | -8.1% | -14.2% | +6.1% | -6.9% |
| 3Y | +43.4% | +93.5% | -50.1% | +34.9% |
| All | +43.4% | +87.4% | -44.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling