+803.8%
TRGP vs BURL
+254.9%
+548.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | +0.8% | -4.4% | +5.3% | +1.9% |
| 3M | +10.4% | -28.6% | +38.9% | +21.8% |
| 6M | +16.3% | -12.3% | +28.5% | +18.4% |
| YTD | +61.1% | -11.3% | +72.4% | +61.7% |
| 1Y | +71.6% | -10.4% | +82.0% | +70.5% |
| 3Y | +267.5% | +96.1% | +171.4% | +156.3% |
| 5Y | +488.1% | -5.0% | +493.2% | +412.8% |
| 10Y | +803.8% | +251.8% | +552.0% | +500.3% |
| All | +803.8% | +254.9% | +548.8% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling