+61.5%
BURL vs TENB
+26.7%
+34.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.6% |
| 7D | +4.1% | -17.0% | +21.1% | +8.1% |
| 30D | -9.5% | +8.2% | -17.7% | -11.4% |
| 3M | -33.5% | +16.5% | -50.0% | -36.8% |
| 6M | -22.1% | +99.1% | -121.2% | -36.2% |
| YTD | -14.6% | +79.0% | -93.6% | -29.2% |
| 1Y | -8.4% | +53.9% | -62.2% | -21.1% |
| 3Y | +86.6% | +13.8% | +72.7% | +71.2% |
| 5Y | -17.2% | -24.4% | +7.2% | -20.1% |
| All | +61.5% | +26.7% | +34.7% | +11.5% |
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