+388.2%
TMO vs BURL
+261.4%
+126.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.4% | +3.2% |
| 7D | +5.7% | +7.7% | -2.0% | +4.5% |
| 30D | +9.7% | -7.1% | +16.8% | +10.8% |
| 3M | +21.6% | -30.3% | +51.9% | +28.0% |
| 6M | +55.5% | -15.5% | +71.0% | +58.1% |
| YTD | +24.9% | -11.0% | +35.8% | +25.8% |
| 1Y | +26.5% | -8.4% | +34.9% | +26.5% |
| 3Y | +64.0% | +96.7% | -32.7% | +42.7% |
| 5Y | +18.3% | -14.1% | +32.4% | +12.7% |
| 10Y | +388.2% | +255.1% | +133.2% | +305.9% |
| All | +388.2% | +261.4% | +126.8% | +305.9% |
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