+59.2%
TSEM vs BURL
-9.1%
+68.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +7.3% |
| 7D | +6.8% | -0.8% | +7.6% | +7.2% |
| 30D | -26.6% | -4.4% | -22.2% | -25.3% |
| 3M | -36.3% | -28.6% | -7.8% | -29.6% |
| 6M | -30.6% | -12.3% | -18.3% | -30.0% |
| YTD | +35.3% | -11.3% | +46.6% | +41.8% |
| 1Y | +59.2% | -10.4% | +69.7% | +66.6% |
| All | +59.2% | -9.1% | +68.3% | +66.6% |
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