-80.8%
TTD vs BURL
-11.0%
-69.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.6% |
| 7D | +6.3% | -2.8% | +9.1% | +7.5% |
| 30D | -23.9% | -28.2% | +4.3% | -11.9% |
| 3M | -31.4% | -17.6% | -13.8% | -25.7% |
| 6M | -42.7% | -11.8% | -30.9% | -40.3% |
| YTD | -62.0% | -8.1% | -53.8% | -61.4% |
| 1Y | -72.2% | -12.0% | -60.3% | -71.7% |
| 3Y | -81.9% | +63.3% | -145.2% | -87.1% |
| All | -80.8% | -11.0% | -69.9% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling