+73.6%
BURL vs TENB
+3.0%
+70.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -2.8% | -9.1% | +6.3% | -0.8% |
| 30D | -28.2% | -4.9% | -23.3% | -27.8% |
| 3M | -17.6% | +16.9% | -34.5% | -22.2% |
| 6M | -11.8% | +68.0% | -79.8% | -24.7% |
| YTD | -8.1% | +45.6% | -53.7% | -19.4% |
| 1Y | -12.0% | +12.7% | -24.7% | -17.7% |
| 3Y | +63.3% | -24.4% | +87.7% | +65.6% |
| 5Y | -10.8% | -26.7% | +15.9% | -12.9% |
| All | +73.6% | +3.0% | +70.6% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling