+106.1%
TRMB vs BURL
+254.9%
-148.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +2.9% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | -5.1% | -4.4% | -0.6% | -4.4% |
| 3M | -2.6% | -28.6% | +26.0% | +7.0% |
| 6M | -2.7% | -12.3% | +9.6% | -0.5% |
| YTD | -27.9% | -11.3% | -16.6% | -27.0% |
| 1Y | -29.0% | -10.4% | -18.6% | -28.8% |
| 3Y | +35.0% | +96.1% | -61.1% | -0.1% |
| 5Y | -33.9% | -5.0% | -28.9% | -40.5% |
| 10Y | +106.1% | +251.8% | -145.7% | +33.0% |
| All | +106.1% | +254.9% | -148.8% | +33.0% |
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