+852.7%
TSEM vs BURL
+244.4%
+608.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +20.5% | +0.4% | +20.1% | +20.5% |
| 30D | -29.0% | -4.3% | -24.6% | -28.3% |
| 3M | -39.4% | -28.8% | -10.6% | -34.5% |
| 6M | -28.5% | -12.8% | -15.7% | -26.9% |
| YTD | +34.4% | -12.8% | +47.2% | +38.0% |
| 1Y | +48.3% | -12.3% | +60.6% | +51.3% |
| 3Y | +543.5% | +92.7% | +450.8% | +446.1% |
| 5Y | +331.4% | -6.5% | +338.0% | +314.1% |
| All | +852.7% | +244.4% | +608.3% | +630.4% |
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