+459.4%
TTD vs BURL
+258.4%
+201.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -1.9% |
| 7D | -1.9% | +3.5% | -5.4% | -3.3% |
| 30D | +7.5% | -9.3% | +16.7% | +11.9% |
| 3M | -32.4% | -32.1% | -0.3% | -21.3% |
| 6M | -47.9% | -19.8% | -28.1% | -44.0% |
| YTD | -66.3% | -13.2% | -53.1% | -65.1% |
| 1Y | -73.1% | -7.8% | -65.3% | -73.2% |
| 3Y | -83.8% | +89.3% | -173.1% | -88.7% |
| 5Y | -81.3% | -15.8% | -65.5% | -82.5% |
| All | +459.4% | +258.4% | +201.0% | +246.1% |
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 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