+101.7%
TRMB vs BURL
+247.8%
-146.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -16.6% | +5.9% | -22.4% | -18.5% |
| 30D | -8.9% | -8.3% | -0.6% | -7.0% |
| 3M | -6.3% | -31.6% | +25.3% | +4.4% |
| 6M | -10.0% | -16.6% | +6.7% | -6.4% |
| YTD | -30.1% | -12.1% | -18.0% | -29.0% |
| 1Y | -31.3% | -10.0% | -21.3% | -31.2% |
| 3Y | +30.8% | +94.3% | -63.5% | -2.9% |
| 5Y | -35.9% | -13.2% | -22.7% | -40.5% |
| 10Y | +101.7% | +252.5% | -150.8% | +30.5% |
| All | +101.7% | +247.8% | -146.1% | +30.5% |
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