+346.2%
TRI vs BURL
+970.5%
-624.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.5% |
| 7D | -4.8% | +4.1% | -8.9% | -5.3% |
| 30D | +13.4% | -9.5% | +22.9% | +14.7% |
| 3M | +13.1% | -33.5% | +46.7% | +18.7% |
| 6M | +24.4% | -22.1% | +46.5% | +27.6% |
| YTD | -11.4% | -14.6% | +3.1% | -10.6% |
| 1Y | -15.6% | -8.4% | -7.2% | -15.8% |
| 3Y | -6.5% | +86.6% | -93.0% | -17.2% |
| 5Y | +5.3% | -17.2% | +22.4% | +1.7% |
| 10Y | +239.9% | +256.4% | -16.5% | +162.1% |
| All | +346.2% | +970.5% | -624.3% | +225.8% |
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