+540.3%
TMUS vs BURL
+970.5%
-430.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +3.6% | +4.1% | -0.5% | +2.9% |
| 30D | -3.4% | -9.5% | +6.1% | -2.1% |
| 3M | -9.5% | -33.5% | +24.1% | -4.3% |
| 6M | -15.2% | -22.1% | +6.9% | -12.6% |
| YTD | -18.9% | -14.6% | -4.4% | -17.9% |
| 1Y | -17.7% | -8.4% | -9.3% | -17.8% |
| 3Y | +15.6% | +86.6% | -70.9% | -0.9% |
| 5Y | +38.9% | -17.2% | +56.1% | +33.6% |
| 10Y | +245.3% | +256.4% | -11.1% | +145.9% |
| All | +540.3% | +970.5% | -430.2% | +298.3% |
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 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