+37.7%
TMUS vs BURL
-15.9%
+53.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | +9.0% | +3.5% | +5.6% | +8.7% |
| 30D | -3.2% | -9.3% | +6.1% | -2.5% |
| 3M | -6.9% | -32.1% | +25.2% | -4.0% |
| 6M | -16.4% | -19.8% | +3.4% | -15.0% |
| YTD | -19.6% | -13.2% | -6.5% | -19.1% |
| 1Y | -19.9% | -7.8% | -12.1% | -19.9% |
| 3Y | +14.5% | +89.3% | -74.8% | +2.1% |
| 5Y | +37.7% | -15.8% | +53.5% | +40.8% |
| All | +37.7% | -15.9% | +53.5% | +40.8% |
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 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