+582.1%
TRGP vs BURL
+1,021.0%
-438.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -6.9% |
| 7D | -6.5% | +10.4% | -16.9% | -9.4% |
| 30D | -0.4% | -4.9% | +4.5% | +0.6% |
| 3M | +8.8% | -29.8% | +38.6% | +20.0% |
| 6M | +11.0% | -16.5% | +27.5% | +14.6% |
| YTD | +57.4% | -10.5% | +67.9% | +57.6% |
| 1Y | +87.9% | -5.3% | +93.2% | +83.4% |
| 3Y | +244.4% | +95.1% | +149.4% | +149.2% |
| 5Y | +467.0% | -12.1% | +479.1% | +412.5% |
| 10Y | +836.9% | +273.2% | +563.7% | +453.6% |
| All | +582.1% | +1,021.0% | -438.9% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling