+285.8%
TEL vs BURL
+232.1%
+53.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.3% |
| 7D | +4.5% | -1.6% | +6.1% | +5.0% |
| 30D | +2.9% | -7.7% | +10.6% | +5.1% |
| 3M | +1.1% | -31.7% | +32.8% | +12.1% |
| 6M | +5.0% | -15.2% | +20.2% | +8.8% |
| YTD | -3.9% | -15.9% | +12.0% | -0.2% |
| 1Y | -7.4% | -14.2% | +6.8% | -5.0% |
| 3Y | +81.0% | +93.5% | -12.5% | +40.3% |
| 5Y | +42.3% | -9.9% | +52.2% | +32.6% |
| All | +285.8% | +232.1% | +53.7% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling