+64.8%
BURL vs TENB
+23.5%
+41.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.8% |
| 7D | +0.4% | -7.0% | +7.5% | +2.0% |
| 30D | -4.3% | -0.6% | -3.8% | -4.7% |
| 3M | -28.8% | +10.9% | -39.7% | -31.6% |
| 6M | -12.8% | +95.4% | -108.2% | -28.3% |
| YTD | -12.8% | +74.5% | -87.3% | -27.3% |
| 1Y | -12.3% | +49.2% | -61.5% | -24.0% |
| 3Y | +92.7% | +9.7% | +83.0% | +78.3% |
| 5Y | -6.5% | -24.6% | +18.0% | -9.8% |
| All | +64.8% | +23.5% | +41.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling