+95.3%
BURL vs TMF
-25.6%
+121.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.3% | +7.4% |
| 7D | +10.4% | +4.0% | +6.4% | +9.9% |
| 30D | -4.9% | +19.5% | -24.4% | -6.8% |
| 3M | -29.8% | -3.5% | -26.2% | -29.6% |
| 6M | -16.5% | -10.6% | -5.9% | -15.7% |
| YTD | -10.5% | -17.1% | +6.5% | -9.3% |
| 1Y | -5.3% | -24.3% | +18.9% | -3.3% |
| All | +95.3% | -25.6% | +121.0% | +105.2% |
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 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