+192.6%
TRI vs BURL
+206.3%
-13.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -6.0% |
| 7D | -7.1% | -2.6% | -4.5% | -6.8% |
| 30D | -2.3% | -30.8% | +28.4% | +2.1% |
| 3M | +19.6% | -18.7% | +38.2% | +22.5% |
| 6M | -8.7% | -16.4% | +7.7% | -7.2% |
| YTD | -22.3% | -11.6% | -10.7% | -21.7% |
| 1Y | -40.7% | -12.0% | -28.7% | -40.5% |
| 3Y | -17.8% | +63.6% | -81.4% | -26.1% |
| 5Y | -8.5% | -12.6% | +4.1% | -12.1% |
| 10Y | +192.6% | +206.5% | -13.9% | +142.3% |
| All | +192.6% | +206.3% | -13.7% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling