+339.5%
TTD vs BURL
+210.2%
+129.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | -0.4% |
| 7D | +3.7% | +10.4% | -6.7% | -0.6% |
| 30D | +10.4% | -4.9% | +15.4% | +12.7% |
| 3M | -31.6% | -29.8% | -1.8% | -21.4% |
| 6M | -45.1% | -16.5% | -28.6% | -42.0% |
| YTD | -65.1% | -10.5% | -54.6% | -64.4% |
| 1Y | -72.0% | -5.3% | -66.7% | -72.4% |
| 3Y | -83.3% | +95.1% | -178.3% | -88.5% |
| 5Y | -81.7% | -12.1% | -69.7% | -83.2% |
| 10Y | +454.3% | +273.2% | +181.1% | +195.5% |
| All | +339.5% | +210.2% | +129.3% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling