+230.7%
TRGP vs BURL
+89.8%
+140.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -4.3% |
| 7D | -12.6% | +3.5% | -16.1% | -13.0% |
| 30D | -4.5% | -9.3% | +4.8% | -3.4% |
| 3M | +4.9% | -32.1% | +37.0% | +10.1% |
| 6M | +5.6% | -19.8% | +25.4% | +7.7% |
| YTD | +50.1% | -13.2% | +63.3% | +50.2% |
| 1Y | +70.2% | -7.8% | +78.1% | +67.8% |
| All | +230.7% | +89.8% | +140.9% | +195.6% |
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