+89.6%
BURL vs TENB
+18.3%
+71.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -2.2% |
| 7D | +3.5% | -14.7% | +18.2% | +5.3% |
| 30D | -9.3% | +11.9% | -21.2% | -10.6% |
| 3M | -32.1% | +22.7% | -54.8% | -34.1% |
| 6M | -19.8% | +110.1% | -129.9% | -31.8% |
| YTD | -13.2% | +87.7% | -100.9% | -24.4% |
| 1Y | -7.8% | +59.7% | -67.5% | -15.2% |
| All | +89.6% | +18.3% | +71.3% | +93.8% |
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