+558.1%
TTD vs BURL
+247.8%
+310.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.5% | +3.8% |
| 7D | +19.9% | +5.9% | +14.1% | +17.2% |
| 30D | +27.6% | -8.3% | +36.0% | +32.5% |
| 3M | +15.2% | -31.6% | +46.8% | +33.9% |
| 6M | -33.2% | -16.6% | -16.6% | -29.2% |
| YTD | -59.4% | -12.1% | -47.3% | -58.1% |
| 1Y | -64.4% | -10.0% | -54.4% | -63.9% |
| 3Y | -75.9% | +94.3% | -170.2% | -83.4% |
| 5Y | -82.6% | -13.2% | -69.4% | -83.9% |
| 10Y | +558.1% | +252.5% | +305.6% | +302.4% |
| All | +558.1% | +247.8% | +310.3% | +302.4% |
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