+294.7%
TEL vs BURL
+261.4%
+33.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +4.5% |
| 7D | +0.6% | +7.7% | -7.1% | -1.6% |
| 30D | +0.2% | -7.1% | +7.4% | +2.2% |
| 3M | +1.5% | -30.3% | +31.8% | +11.9% |
| 6M | +6.9% | -15.5% | +22.5% | +10.9% |
| YTD | -2.8% | -11.0% | +8.2% | -0.7% |
| 1Y | -8.8% | -8.4% | -0.4% | -8.1% |
| 3Y | +84.3% | +96.7% | -12.4% | +42.3% |
| 5Y | +46.8% | -14.1% | +60.8% | +39.3% |
| 10Y | +294.7% | +255.1% | +39.7% | +171.4% |
| All | +294.7% | +261.4% | +33.3% | +171.4% |
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