+933.1%
BURL vs TMF
-69.2%
+1,002.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.3% | +7.8% |
| 7D | +10.4% | +4.0% | +6.4% | +10.7% |
| 30D | -4.9% | +19.5% | -24.4% | -3.9% |
| 3M | -29.8% | -3.5% | -26.2% | -29.9% |
| 6M | -16.5% | -10.6% | -5.9% | -17.0% |
| YTD | -10.5% | -17.1% | +6.5% | -11.6% |
| 1Y | -5.3% | -24.3% | +18.9% | -6.9% |
| 3Y | +95.1% | -27.2% | +122.3% | +93.5% |
| 5Y | -12.1% | -87.6% | +75.5% | -29.1% |
| 10Y | +273.2% | -84.8% | +357.9% | +219.8% |
| All | +933.1% | -69.2% | +1,002.3% | +962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling