+180.5%
TRV vs BURL
-10.8%
+191.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | +6.7% | -7.7% | +14.5% | +7.3% |
| 3M | +9.4% | -31.7% | +41.0% | +12.2% |
| 6M | +37.7% | -15.2% | +52.9% | +38.8% |
| YTD | +40.6% | -15.9% | +56.5% | +41.5% |
| 1Y | +42.4% | -14.2% | +56.6% | +42.9% |
| 3Y | +148.1% | +93.5% | +54.6% | +130.3% |
| All | +180.5% | -10.8% | +191.3% | +173.1% |
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 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