+386.1%
TMO vs BURL
+244.4%
+141.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | +5.5% | -4.3% | +9.8% | +6.1% |
| 3M | +16.1% | -28.8% | +44.9% | +21.9% |
| 6M | +52.6% | -12.8% | +65.4% | +54.3% |
| YTD | +21.0% | -12.8% | +33.8% | +22.3% |
| 1Y | +19.4% | -12.3% | +31.6% | +20.1% |
| 3Y | +57.5% | +92.7% | -35.2% | +37.3% |
| 5Y | +11.7% | -6.5% | +18.2% | +5.1% |
| All | +386.1% | +244.4% | +141.7% | +299.3% |
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