-13.2%
BURL vs TENB
-24.7%
+11.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.5% |
| 7D | +5.9% | -10.8% | +16.6% | +8.1% |
| 30D | -8.3% | +0.9% | -9.2% | -8.8% |
| 3M | -31.6% | +14.3% | -46.0% | -34.3% |
| 6M | -16.6% | +92.2% | -108.8% | -30.6% |
| YTD | -12.1% | +78.3% | -90.4% | -26.3% |
| 1Y | -10.0% | +49.5% | -59.5% | -20.9% |
| 3Y | +94.3% | +12.2% | +82.1% | +82.0% |
| 5Y | -13.2% | -22.4% | +9.2% | -13.7% |
| All | -13.2% | -24.7% | +11.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling