+329.7%
TRI vs BURL
+1,001.7%
-672.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -1.6% | +5.9% | -7.5% | -2.3% |
| 30D | +5.0% | -8.3% | +13.3% | +6.1% |
| 3M | +4.6% | -31.6% | +36.2% | +9.3% |
| 6M | +18.3% | -16.6% | +34.9% | +20.3% |
| YTD | -14.7% | -12.1% | -2.6% | -14.2% |
| 1Y | -16.7% | -10.0% | -6.7% | -16.6% |
| 3Y | -11.3% | +94.3% | -105.6% | -22.0% |
| 5Y | -0.6% | -13.2% | +12.6% | -4.6% |
| 10Y | +220.2% | +252.5% | -32.3% | +147.2% |
| All | +329.7% | +1,001.7% | -672.0% | +212.6% |
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 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