+64.1%
BURL vs TENB
+32.9%
+31.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -1.5% |
| 7D | +3.5% | -14.7% | +18.2% | +6.9% |
| 30D | -9.3% | +11.9% | -21.2% | -11.9% |
| 3M | -32.1% | +22.7% | -54.8% | -36.2% |
| 6M | -19.8% | +110.1% | -129.9% | -35.1% |
| YTD | -13.2% | +87.7% | -100.9% | -28.7% |
| 1Y | -7.8% | +59.7% | -67.5% | -21.3% |
| 3Y | +89.3% | +19.0% | +70.3% | +72.2% |
| 5Y | -15.8% | -20.7% | +4.9% | -19.6% |
| All | +64.1% | +32.9% | +31.3% | +12.2% |
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