-10.0%
BURL vs TRU
+2.1%
-12.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | +5.9% | +4.4% | +1.5% | +5.2% |
| 30D | -8.3% | +25.2% | -33.6% | -10.8% |
| 3M | -31.6% | +3.8% | -35.4% | -32.1% |
| 6M | -16.6% | +14.3% | -30.9% | -18.6% |
| YTD | -12.1% | -3.9% | -8.2% | -14.0% |
| 1Y | -10.0% | +2.6% | -12.6% | -13.8% |
| All | -10.0% | +2.1% | -12.1% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling