+401.4%
TEL vs BURL
+987.9%
-586.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.3% | -5.5% |
| 7D | -7.4% | +3.5% | -10.8% | -8.2% |
| 30D | -6.0% | -9.3% | +3.3% | -3.7% |
| 3M | -5.0% | -32.1% | +27.1% | +4.6% |
| 6M | +0.5% | -19.8% | +20.3% | +5.4% |
| YTD | -8.3% | -13.2% | +4.9% | -5.8% |
| 1Y | -16.2% | -7.8% | -8.4% | -15.7% |
| 3Y | +71.6% | +89.3% | -17.8% | +37.6% |
| 5Y | +40.4% | -15.8% | +56.3% | +33.7% |
| 10Y | +292.1% | +262.2% | +29.9% | +165.8% |
| All | +401.4% | +987.9% | -586.5% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling