+401.9%
BURL vs TRU
+238.0%
+164.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +5.2% |
| 7D | -2.8% | -6.8% | +4.0% | 0.0% |
| 30D | -28.2% | 0.0% | -28.2% | -28.4% |
| 3M | -17.6% | +13.3% | -30.9% | -22.9% |
| 6M | -11.8% | +3.4% | -15.2% | -14.7% |
| YTD | -8.1% | -6.4% | -1.8% | -8.4% |
| 1Y | -12.0% | -9.7% | -2.3% | -11.7% |
| 3Y | +63.3% | +0.1% | +63.2% | +46.3% |
| 5Y | -10.8% | -34.0% | +23.2% | -2.6% |
| 10Y | +215.9% | +147.9% | +68.0% | +105.6% |
| All | +401.9% | +238.0% | +164.0% | +201.6% |
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