+295.9%
TEL vs BURL
+215.5%
+80.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +3.0% | -2.8% | +5.7% | +3.7% |
| 30D | -3.9% | -28.2% | +24.2% | +5.3% |
| 3M | -5.1% | -17.6% | +12.5% | -0.1% |
| 6M | +0.6% | -11.8% | +12.4% | +3.5% |
| YTD | -7.3% | -8.1% | +0.9% | -5.8% |
| 1Y | +1.1% | -12.0% | +13.1% | +3.2% |
| 3Y | +63.7% | +63.3% | +0.4% | +33.9% |
| 5Y | +50.7% | -10.8% | +61.5% | +41.6% |
| All | +295.9% | +215.5% | +80.4% | +176.2% |
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