+96.7%
BURL vs TENB
+16.0%
+80.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +3.8% |
| 7D | +7.7% | -8.0% | +15.7% | +8.7% |
| 30D | -7.1% | +5.0% | -12.1% | -7.8% |
| 3M | -30.3% | +20.0% | -50.3% | -32.2% |
| 6M | -15.5% | +100.0% | -115.6% | -27.5% |
| YTD | -11.0% | +85.6% | -96.6% | -22.4% |
| 1Y | -8.4% | +57.8% | -66.2% | -15.6% |
| 3Y | +96.7% | +17.6% | +79.1% | +99.7% |
| All | +96.7% | +16.0% | +80.7% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling