+444.9%
TSEM vs BURL
+89.8%
+355.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.9% | -9.0% | -11.0% |
| 7D | -30.3% | +3.5% | -33.8% | -31.1% |
| 30D | -49.3% | -9.3% | -40.0% | -47.8% |
| 3M | -38.0% | -32.1% | -5.9% | -30.3% |
| 6M | -41.9% | -19.8% | -22.1% | -38.9% |
| YTD | +11.6% | -13.2% | +24.7% | +15.4% |
| 1Y | +50.5% | -7.8% | +58.3% | +51.8% |
| All | +444.9% | +89.8% | +355.1% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling