+41.6%
TEL vs BURL
-17.2%
+58.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -2.8% | +4.1% | -6.9% | -3.8% |
| 30D | -4.1% | -9.5% | +5.4% | -2.0% |
| 3M | -3.4% | -33.5% | +30.1% | +5.9% |
| 6M | -3.5% | -22.1% | +18.6% | +1.5% |
| YTD | -8.0% | -14.6% | +6.6% | -5.3% |
| 1Y | -13.7% | -8.4% | -5.3% | -13.0% |
| 3Y | +71.9% | +86.6% | -14.6% | +43.5% |
| All | +41.6% | -17.2% | +58.8% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling