+102.0%
TRMB vs BURL
+252.7%
-150.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -16.7% | +4.1% | -20.8% | -18.2% |
| 30D | -9.9% | -9.5% | -0.4% | -7.7% |
| 3M | -7.6% | -33.5% | +25.9% | +3.8% |
| 6M | -14.7% | -22.1% | +7.4% | -9.4% |
| YTD | -30.9% | -14.6% | -16.4% | -29.2% |
| 1Y | -31.3% | -8.4% | -23.0% | -31.7% |
| 3Y | +29.4% | +86.6% | -57.1% | -2.7% |
| 5Y | -37.4% | -17.2% | -20.2% | -41.0% |
| All | +102.0% | +252.7% | -150.7% | +31.9% |
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