-16.5%
BURL vs TMF
-11.7%
-4.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.3% | +6.8% |
| 7D | +10.4% | +4.0% | +6.4% | +8.9% |
| 30D | -4.9% | +19.5% | -24.4% | -11.0% |
| 3M | -29.8% | -3.5% | -26.2% | -28.6% |
| 6M | -16.5% | -10.6% | -5.9% | -13.8% |
| All | -16.5% | -11.7% | -4.7% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling