+1,399.4%
TDG vs BURL
+1,051.1%
+348.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -7.4% | -28.2% | +20.8% | +1.2% |
| 3M | -5.4% | -17.6% | +12.2% | -0.7% |
| 6M | -11.6% | -11.8% | +0.1% | -9.6% |
| YTD | -12.6% | -8.1% | -4.5% | -11.8% |
| 1Y | -9.3% | -12.0% | +2.6% | -8.3% |
| 3Y | +49.2% | +63.3% | -14.1% | +20.1% |
| 5Y | +132.1% | -10.8% | +143.0% | +115.2% |
| 10Y | +544.8% | +215.9% | +328.9% | +351.3% |
| All | +1,399.4% | +1,051.1% | +348.3% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling