+1,481.4%
TDG vs BURL
+1,001.7%
+479.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +1.4% | +5.9% | -4.4% | -0.2% |
| 30D | +10.6% | -8.3% | +18.9% | +13.1% |
| 3M | +0.2% | -31.6% | +31.8% | +10.5% |
| 6M | +0.9% | -16.6% | +17.5% | +4.7% |
| YTD | -7.8% | -12.1% | +4.2% | -6.1% |
| 1Y | -4.9% | -10.0% | +5.1% | -4.4% |
| 3Y | +44.5% | +94.3% | -49.8% | +10.1% |
| 5Y | +117.7% | -13.2% | +130.9% | +102.9% |
| 10Y | +565.8% | +252.5% | +313.3% | +361.3% |
| All | +1,481.4% | +1,001.7% | +479.6% | +944.1% |
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