+434.1%
TRGP vs BURL
-15.9%
+449.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -4.2% |
| 7D | -12.6% | +3.5% | -16.1% | -13.1% |
| 30D | -4.5% | -9.3% | +4.8% | -3.2% |
| 3M | +4.9% | -32.1% | +37.0% | +11.0% |
| 6M | +5.6% | -19.8% | +25.4% | +8.1% |
| YTD | +50.1% | -13.2% | +63.3% | +50.9% |
| 1Y | +70.2% | -7.8% | +78.1% | +68.6% |
| 3Y | +228.5% | +89.3% | +139.2% | +181.4% |
| 5Y | +434.1% | -15.8% | +449.9% | +417.1% |
| All | +434.1% | -15.9% | +449.9% | +417.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling