+136.6%
TDG vs BURL
-11.0%
+147.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | -7.4% | -28.2% | +20.8% | -1.1% |
| 3M | -5.4% | -17.6% | +12.2% | -1.9% |
| 6M | -11.6% | -11.8% | +0.1% | -10.0% |
| YTD | -12.6% | -8.1% | -4.5% | -11.9% |
| 1Y | -9.3% | -12.0% | +2.6% | -8.4% |
| 3Y | +49.2% | +63.3% | -14.1% | +26.6% |
| All | +136.6% | -11.0% | +147.6% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling