-10.7%
BURL vs TMF
-87.5%
+76.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.1% |
| 3M | -17.6% | -10.9% | -6.7% | -17.1% |
| 6M | -11.8% | -21.3% | +9.5% | -10.9% |
| YTD | -8.1% | -15.9% | +7.7% | -7.5% |
| 1Y | -12.0% | -15.7% | +3.8% | -11.4% |
| 3Y | +63.3% | -43.4% | +106.7% | +65.2% |
| All | -10.7% | -87.5% | +76.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling