+290.3%
TEL vs BURL
+254.9%
+35.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +1.0% | -4.4% | +5.4% | +2.1% |
| 3M | +0.7% | -28.6% | +29.3% | +10.3% |
| 6M | +7.3% | -12.3% | +19.6% | +10.1% |
| YTD | -2.5% | -11.3% | +8.8% | -0.3% |
| 1Y | -10.3% | -10.4% | +0.2% | -9.0% |
| 3Y | +81.1% | +96.1% | -15.0% | +40.0% |
| 5Y | +45.3% | -5.0% | +50.3% | +33.4% |
| 10Y | +290.3% | +251.8% | +38.5% | +168.1% |
| All | +290.3% | +254.9% | +35.4% | +168.1% |
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