+272.9%
TRGP vs BURL
+87.4%
+185.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +12.4% | -1.6% | +14.0% | +12.6% |
| 30D | +2.6% | -7.7% | +10.4% | +3.5% |
| 3M | +11.9% | -31.7% | +43.5% | +17.2% |
| 6M | +13.9% | -15.2% | +29.1% | +15.0% |
| YTD | +64.2% | -15.9% | +80.1% | +64.9% |
| 1Y | +78.5% | -14.2% | +92.7% | +77.9% |
| 3Y | +272.9% | +93.5% | +179.4% | +232.0% |
| All | +272.9% | +87.4% | +185.5% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling