+121.4%
TDG vs BURL
-7.5%
+128.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -3.0% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | +8.1% | -4.3% | +12.5% | +9.0% |
| 3M | -2.6% | -28.8% | +26.1% | +3.9% |
| 6M | +1.0% | -12.8% | +13.8% | +2.9% |
| YTD | -9.5% | -12.8% | +3.3% | -8.0% |
| 1Y | -8.0% | -12.3% | +4.2% | -7.0% |
| 3Y | +41.8% | +92.7% | -50.9% | +15.4% |
| All | +121.4% | -7.5% | +128.9% | +117.3% |
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