+233.9%
BURL vs TRU
+182.8%
+51.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +0.4% | -2.2% | +2.6% | +1.4% |
| 30D | -4.3% | +20.2% | -24.5% | -12.1% |
| 3M | -28.8% | +2.2% | -31.0% | -30.3% |
| 6M | -12.8% | +17.6% | -30.4% | -20.9% |
| YTD | -12.8% | -5.0% | -7.9% | -14.3% |
| 1Y | -12.3% | -1.0% | -11.3% | -15.7% |
| 3Y | +92.7% | +56.5% | +36.2% | +37.8% |
| 5Y | -6.5% | -26.2% | +19.7% | -3.3% |
| All | +233.9% | +182.8% | +51.1% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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