+79.8%
TEL vs BURL
+94.5%
-14.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.9% | +5.9% | -6.8% | -2.2% |
| 30D | -0.2% | -8.3% | +8.1% | +1.6% |
| 3M | +2.0% | -31.6% | +33.7% | +10.8% |
| 6M | +6.4% | -16.6% | +23.0% | +9.9% |
| YTD | -3.2% | -12.1% | +8.8% | -1.0% |
| 1Y | -11.2% | -10.0% | -1.2% | -9.8% |
| 3Y | +79.8% | +94.3% | -14.5% | +70.0% |
| All | +79.8% | +94.5% | -14.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling