+625.6%
TRGP vs BURL
-11.0%
+636.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | +0.8% | -2.8% | +3.6% | +1.2% |
| 30D | +11.5% | -28.2% | +39.7% | +17.4% |
| 3M | +9.0% | -17.6% | +26.6% | +11.9% |
| 6M | +20.5% | -11.8% | +32.3% | +21.5% |
| YTD | +59.5% | -8.1% | +67.7% | +59.5% |
| 1Y | +77.9% | -12.0% | +89.9% | +78.4% |
| 3Y | +253.6% | +63.3% | +190.3% | +211.6% |
| All | +625.6% | -11.0% | +636.6% | +593.5% |
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