+42.0%
TMUS vs BURL
-11.0%
+52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +5.3% | -28.2% | +33.4% | +8.3% |
| 3M | +3.1% | -17.6% | +20.7% | +4.9% |
| 6M | -16.5% | -11.8% | -4.7% | -15.7% |
| YTD | -9.2% | -8.1% | -1.0% | -8.8% |
| 1Y | -26.5% | -12.0% | -14.5% | -26.1% |
| 3Y | +39.0% | +63.3% | -24.3% | +26.8% |
| All | +42.0% | -11.0% | +52.9% | +43.6% |
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