+477.6%
TRV vs BURL
+1,051.1%
-573.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -1.8% |
| 7D | -0.1% | -2.8% | +2.6% | +0.3% |
| 30D | -3.4% | -28.2% | +24.7% | +2.0% |
| 3M | +26.4% | -17.6% | +44.0% | +30.1% |
| 6M | +19.3% | -11.8% | +31.1% | +20.8% |
| YTD | +28.3% | -8.1% | +36.5% | +28.8% |
| 1Y | +34.3% | -12.0% | +46.2% | +35.0% |
| 3Y | +140.1% | +63.3% | +76.8% | +108.1% |
| 5Y | +155.7% | -10.8% | +166.5% | +142.8% |
| 10Y | +285.5% | +215.9% | +69.6% | +189.4% |
| All | +477.6% | +1,051.1% | -573.5% | +295.5% |
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