+352.5%
TRV vs BURL
+247.8%
+104.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +1.4% | +5.9% | -4.5% | +0.3% |
| 30D | +8.7% | -8.3% | +17.0% | +10.3% |
| 3M | +7.1% | -31.6% | +38.7% | +14.3% |
| 6M | +35.5% | -16.6% | +52.1% | +38.7% |
| YTD | +39.7% | -12.1% | +51.8% | +40.9% |
| 1Y | +44.1% | -10.0% | +54.1% | +44.0% |
| 3Y | +148.1% | +94.3% | +53.8% | +102.7% |
| 5Y | +178.6% | -13.2% | +191.8% | +166.4% |
| 10Y | +352.5% | +252.5% | +100.0% | +237.1% |
| All | +352.5% | +247.8% | +104.7% | +237.1% |
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