-21.5%
TRMB vs BURL
-19.4%
-2.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -17.9% | +3.5% | -21.4% | -17.9% |
| 30D | -12.0% | -9.3% | -2.7% | -9.9% |
| 3M | -8.4% | -32.1% | +23.7% | +0.3% |
| 6M | -21.5% | -19.8% | -1.7% | -17.4% |
| All | -21.5% | -19.4% | -2.1% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling