+617.4%
TMUS vs BURL
+1,051.1%
-433.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | +5.3% | -28.2% | +33.4% | +10.3% |
| 3M | +3.1% | -17.6% | +20.7% | +5.9% |
| 6M | -16.5% | -11.8% | -4.7% | -15.4% |
| YTD | -9.2% | -8.1% | -1.0% | -8.8% |
| 1Y | -26.5% | -12.0% | -14.5% | -26.0% |
| 3Y | +39.0% | +63.3% | -24.3% | +22.3% |
| 5Y | +40.4% | -10.8% | +51.2% | +33.8% |
| 10Y | +303.7% | +215.9% | +87.8% | +194.8% |
| All | +617.4% | +1,051.1% | -433.7% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling