+409.5%
TRGP vs BURL
-17.2%
+426.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | -16.0% | +4.1% | -20.1% | -16.6% |
| 30D | -6.4% | -9.5% | +3.0% | -5.2% |
| 3M | -1.0% | -33.5% | +32.6% | +5.1% |
| 6M | +7.0% | -22.1% | +29.1% | +10.1% |
| YTD | +46.1% | -14.6% | +60.7% | +47.2% |
| 1Y | +58.7% | -8.4% | +67.0% | +57.3% |
| 3Y | +221.9% | +86.6% | +135.3% | +176.2% |
| All | +409.5% | -17.2% | +426.7% | +393.5% |
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