+240.7%
BURL vs TMF
-84.4%
+325.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +4.1% | +1.2% | +2.9% | +4.1% |
| 30D | -9.5% | +19.7% | -29.2% | -8.6% |
| 3M | -33.5% | -2.1% | -31.4% | -33.6% |
| 6M | -22.1% | -13.4% | -8.6% | -22.7% |
| YTD | -14.6% | -16.7% | +2.2% | -15.4% |
| 1Y | -8.4% | -23.3% | +15.0% | -9.7% |
| 3Y | +86.6% | -24.8% | +111.4% | +86.0% |
| 5Y | -17.2% | -88.0% | +70.9% | -35.6% |
| All | +240.7% | -84.4% | +325.1% | +194.4% |
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