+256.3%
TRGP vs BURL
+63.9%
+192.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.1% |
| 30D | +11.5% | -28.2% | +39.7% | +16.5% |
| 3M | +9.0% | -17.6% | +26.6% | +11.4% |
| 6M | +20.5% | -11.8% | +32.3% | +21.1% |
| YTD | +59.5% | -8.1% | +67.7% | +58.9% |
| 1Y | +77.9% | -12.0% | +89.9% | +77.9% |
| All | +256.3% | +63.9% | +192.4% | +212.0% |
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