+54.2%
TMO vs BURL
+86.7%
-32.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -0.3% | +4.1% | -4.4% | -0.9% |
| 30D | +4.9% | -9.5% | +14.4% | +6.4% |
| 3M | +19.9% | -33.5% | +53.4% | +27.2% |
| 6M | +47.2% | -22.1% | +69.3% | +51.2% |
| YTD | +20.2% | -14.6% | +34.8% | +21.5% |
| 1Y | +23.2% | -8.4% | +31.5% | +22.5% |
| 3Y | +54.2% | +86.6% | -32.4% | +34.8% |
| All | +54.2% | +86.7% | -32.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling