+464.6%
TTD vs BURL
+252.7%
+212.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | +5.2% | +4.1% | +1.1% | +3.4% |
| 30D | +6.9% | -9.5% | +16.4% | +11.5% |
| 3M | -26.8% | -33.5% | +6.7% | -14.0% |
| 6M | -46.1% | -22.1% | -24.1% | -41.4% |
| YTD | -65.9% | -14.6% | -51.4% | -64.5% |
| 1Y | -71.8% | -8.4% | -63.5% | -71.8% |
| 3Y | -83.3% | +86.6% | -169.9% | -88.3% |
| 5Y | -81.1% | -17.2% | -64.0% | -82.2% |
| All | +464.6% | +252.7% | +212.0% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling