-63.9%
TTD vs BURL
-11.9%
-52.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.7% |
| 7D | +20.8% | +0.4% | +20.3% | +20.7% |
| 30D | +27.1% | -4.3% | +31.5% | +28.2% |
| 3M | +14.7% | -28.8% | +43.5% | +25.5% |
| 6M | -26.8% | -12.8% | -14.0% | -25.0% |
| YTD | -59.2% | -12.8% | -46.4% | -57.9% |
| All | -63.9% | -11.9% | -52.0% | -62.9% |
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