+62.8%
TSEM vs BURL
-7.8%
+70.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.3% |
| 7D | -17.5% | +4.1% | -21.6% | -18.6% |
| 30D | -44.7% | -9.5% | -35.2% | -42.7% |
| 3M | -38.9% | -33.5% | -5.4% | -30.9% |
| 6M | -36.7% | -22.1% | -14.6% | -32.9% |
| YTD | +17.0% | -14.6% | +31.5% | +24.1% |
| 1Y | +62.8% | -8.4% | +71.2% | +72.9% |
| All | +62.8% | -7.8% | +70.7% | +72.9% |
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 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