+366.8%
BURL vs TRU
+243.5%
+123.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | +4.1% | +5.7% | -1.6% | +1.7% |
| 30D | -9.5% | +29.2% | -38.7% | -19.2% |
| 3M | -33.5% | +2.7% | -36.2% | -35.1% |
| 6M | -22.1% | +15.2% | -37.3% | -28.5% |
| YTD | -14.6% | -4.9% | -9.7% | -16.1% |
| 1Y | -8.4% | +3.4% | -11.8% | -13.6% |
| 3Y | +86.6% | +63.2% | +23.4% | +32.6% |
| 5Y | -17.2% | -26.6% | +9.4% | -14.8% |
| 10Y | +256.4% | +172.8% | +83.6% | +122.8% |
| All | +366.8% | +243.5% | +123.3% | +176.2% |
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