+66.2%
BURL vs TENB
+26.2%
+40.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.4% |
| 7D | +5.9% | -10.8% | +16.6% | +8.4% |
| 30D | -8.3% | +0.9% | -9.2% | -8.9% |
| 3M | -31.6% | +14.3% | -46.0% | -34.8% |
| 6M | -16.6% | +92.2% | -108.8% | -31.1% |
| YTD | -12.1% | +78.3% | -90.4% | -27.1% |
| 1Y | -10.0% | +49.5% | -59.5% | -22.0% |
| 3Y | +94.3% | +12.2% | +82.1% | +79.0% |
| 5Y | -13.2% | -22.4% | +9.2% | -16.8% |
| All | +66.2% | +26.2% | +40.0% | +14.9% |
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