+216.5%
BURL vs TRU
+144.2%
+72.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +5.2% |
| 7D | -2.8% | -6.8% | +4.0% | +0.1% |
| 30D | -28.2% | 0.0% | -28.2% | -28.5% |
| 3M | -17.6% | +13.3% | -30.9% | -23.1% |
| 6M | -11.8% | +3.4% | -15.2% | -14.8% |
| YTD | -8.1% | -6.4% | -1.8% | -8.4% |
| 1Y | -12.0% | -9.7% | -2.3% | -11.7% |
| 3Y | +63.3% | +0.1% | +63.2% | +45.7% |
| 5Y | -10.8% | -34.0% | +23.2% | -1.3% |
| All | +216.5% | +144.2% | +72.3% | +122.0% |
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