+94.3%
BURL vs TRU
+57.9%
+36.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +5.9% | +4.6% | +1.3% | +4.6% |
| 30D | -8.3% | +25.4% | -33.8% | -14.2% |
| 3M | -31.6% | +4.0% | -35.6% | -32.8% |
| 6M | -16.6% | +14.5% | -31.1% | -20.9% |
| YTD | -12.1% | -3.7% | -8.4% | -12.8% |
| 1Y | -10.0% | +2.8% | -12.8% | -12.9% |
| 3Y | +94.3% | +58.5% | +35.8% | +59.2% |
| All | +94.3% | +57.9% | +36.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling