+887.4%
TSEM vs BURL
+254.9%
+632.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +7.4% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | -26.6% | -4.4% | -22.2% | -26.0% |
| 3M | -36.3% | -28.6% | -7.8% | -31.3% |
| 6M | -30.6% | -12.3% | -18.3% | -29.1% |
| YTD | +35.3% | -11.3% | +46.6% | +38.3% |
| 1Y | +59.2% | -10.4% | +69.7% | +61.6% |
| 3Y | +547.7% | +96.1% | +451.6% | +447.0% |
| 5Y | +337.5% | -5.0% | +342.6% | +318.3% |
| 10Y | +887.4% | +251.8% | +635.6% | +645.7% |
| All | +887.4% | +254.9% | +632.5% | +645.7% |
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