+75.6%
TRMB vs BURL
+1,021.0%
-945.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.7% | -25.0% | -19.5% |
| 7D | -15.7% | +10.4% | -26.1% | -18.5% |
| 30D | -7.8% | -4.9% | -2.8% | -6.9% |
| 3M | -9.3% | -29.8% | +20.5% | -0.5% |
| 6M | -20.8% | -16.5% | -4.4% | -17.9% |
| YTD | -30.8% | -10.5% | -20.2% | -30.0% |
| 1Y | -31.0% | -5.3% | -25.7% | -31.9% |
| 3Y | +27.9% | +95.1% | -67.1% | -2.3% |
| 5Y | -37.4% | -12.1% | -25.3% | -41.9% |
| 10Y | +109.7% | +273.2% | -163.5% | +32.6% |
| All | +75.6% | +1,021.0% | -945.3% | -5.2% |
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