-11.4%
TRI vs BURL
+63.9%
-75.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.1% | -5.6% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | +7.9% | -28.2% | +36.0% | +9.7% |
| 3M | +24.1% | -17.6% | +41.7% | +25.4% |
| 6M | +3.8% | -11.8% | +15.6% | +4.3% |
| YTD | -16.9% | -8.1% | -8.7% | -16.8% |
| 1Y | -38.4% | -12.0% | -26.4% | -38.2% |
| All | -11.4% | +63.9% | -75.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling