+739.5%
TRGP vs BURL
+261.4%
+478.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.1% |
| 7D | -7.2% | +7.7% | -14.9% | -9.5% |
| 30D | -4.2% | -7.1% | +3.0% | -2.3% |
| 3M | +7.0% | -30.3% | +37.3% | +19.0% |
| 6M | +11.2% | -15.5% | +26.8% | +14.7% |
| YTD | +51.1% | -11.0% | +62.1% | +51.5% |
| 1Y | +62.0% | -8.4% | +70.5% | +59.7% |
| 3Y | +248.2% | +96.7% | +151.5% | +142.6% |
| 5Y | +432.4% | -14.1% | +446.4% | +388.7% |
| 10Y | +739.5% | +255.1% | +484.5% | +458.3% |
| All | +739.5% | +261.4% | +478.1% | +458.3% |
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