-65.5%
TTD vs BURL
-9.4%
-56.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.2% | +11.2% | +14.3% |
| 7D | +19.0% | +7.7% | +11.3% | +16.9% |
| 30D | +23.6% | -7.1% | +30.7% | +25.2% |
| 3M | +8.2% | -30.3% | +38.5% | +19.4% |
| 6M | -35.3% | -15.5% | -19.8% | -32.8% |
| YTD | -60.7% | -11.0% | -49.7% | -59.7% |
| All | -65.5% | -9.4% | -56.0% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling