+246.2%
BURL vs TMF
-84.4%
+330.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | +3.5% | +2.7% | +0.8% | +3.6% |
| 30D | -9.3% | +19.3% | -28.6% | -8.5% |
| 3M | -32.1% | -3.7% | -28.4% | -32.2% |
| 6M | -19.8% | -11.3% | -8.5% | -20.3% |
| YTD | -13.2% | -16.6% | +3.4% | -14.0% |
| 1Y | -7.8% | -21.1% | +13.3% | -9.0% |
| 3Y | +89.3% | -26.8% | +116.1% | +88.3% |
| 5Y | -15.8% | -88.0% | +72.2% | -34.5% |
| All | +246.2% | -84.4% | +330.6% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling