+0.6%
TRI vs BURL
-7.3%
+7.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -7.5% | +0.4% | -7.9% | -7.6% |
| 30D | +3.9% | -4.3% | +8.3% | +4.2% |
| 3M | +7.2% | -28.8% | +35.9% | +10.2% |
| 6M | +27.0% | -12.8% | +39.8% | +28.0% |
| YTD | -14.0% | -12.8% | -1.2% | -13.6% |
| 1Y | -17.7% | -12.3% | -5.4% | -17.5% |
| 3Y | -10.7% | +92.7% | -103.3% | -19.6% |
| 5Y | +0.6% | -6.5% | +7.2% | -2.6% |
| All | +0.6% | -7.3% | +7.9% | -2.6% |
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