+157.9%
TRV vs BURL
-11.0%
+168.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -1.5% |
| 7D | -0.1% | -2.8% | +2.6% | 0.0% |
| 30D | -3.4% | -28.2% | +24.7% | -1.1% |
| 3M | +26.4% | -17.6% | +44.0% | +28.0% |
| 6M | +19.3% | -11.8% | +31.1% | +20.0% |
| YTD | +28.3% | -8.1% | +36.5% | +28.5% |
| 1Y | +34.3% | -12.0% | +46.2% | +34.6% |
| 3Y | +140.1% | +63.3% | +76.8% | +125.9% |
| All | +157.9% | -11.0% | +168.9% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling