+64.2%
BURL vs TMF
-42.2%
+106.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -28.2% | -2.8% | -25.3% | -28.0% |
| 3M | -17.6% | -10.9% | -6.7% | -16.7% |
| 6M | -11.8% | -21.3% | +9.5% | -10.1% |
| YTD | -8.1% | -15.9% | +7.7% | -6.9% |
| 1Y | -12.0% | -15.7% | +3.8% | -11.0% |
| All | +64.2% | -42.2% | +106.4% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling