+64.2%
BURL vs TRU
+0.7%
+63.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +4.2% |
| 7D | -2.8% | -6.8% | +4.0% | -1.0% |
| 30D | -28.2% | 0.0% | -28.2% | -28.3% |
| 3M | -17.6% | +13.3% | -30.9% | -21.0% |
| 6M | -11.8% | +3.4% | -15.2% | -13.5% |
| YTD | -8.1% | -6.4% | -1.8% | -8.0% |
| 1Y | -12.0% | -9.7% | -2.3% | -11.4% |
| All | +64.2% | +0.7% | +63.5% | +62.9% |
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 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