+374.4%
BURL vs TRU
+250.8%
+123.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.3% |
| 7D | +3.5% | +9.8% | -6.4% | -0.5% |
| 30D | -9.3% | +30.7% | -40.0% | -19.5% |
| 3M | -32.1% | +3.8% | -35.9% | -34.0% |
| 6M | -19.8% | +21.9% | -41.7% | -28.3% |
| YTD | -13.2% | -2.8% | -10.4% | -15.5% |
| 1Y | -7.8% | +4.8% | -12.6% | -13.6% |
| 3Y | +89.3% | +67.6% | +21.7% | +33.0% |
| 5Y | -15.8% | -25.0% | +9.2% | -14.2% |
| 10Y | +262.2% | +178.6% | +83.6% | +124.4% |
| All | +374.4% | +250.8% | +123.6% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling