+80.5%
TSEM vs BURL
-4.6%
+85.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.7% | -16.4% | -10.9% |
| 7D | -23.1% | +10.4% | -33.5% | -25.5% |
| 30D | -40.4% | -4.9% | -35.4% | -39.2% |
| 3M | -37.9% | -29.8% | -8.1% | -31.0% |
| 6M | -30.8% | -16.5% | -14.4% | -28.7% |
| YTD | +26.7% | -10.5% | +37.3% | +32.5% |
| 1Y | +80.5% | -5.3% | +85.8% | +89.5% |
| All | +80.5% | -4.6% | +85.0% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling