+224.0%
TRI vs BURL
+254.9%
-30.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -7.2% | -0.8% | -6.4% | -7.1% |
| 30D | +4.4% | -4.4% | +8.8% | +4.9% |
| 3M | +4.5% | -28.6% | +33.1% | +8.6% |
| 6M | +23.7% | -12.3% | +36.0% | +25.0% |
| YTD | -14.4% | -11.3% | -3.1% | -14.0% |
| 1Y | -17.4% | -10.4% | -6.9% | -17.3% |
| 3Y | -11.0% | +96.1% | -107.1% | -22.1% |
| 5Y | +0.7% | -5.0% | +5.7% | -4.6% |
| 10Y | +224.0% | +251.8% | -27.8% | +165.7% |
| All | +224.0% | +254.9% | -30.9% | +165.7% |
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