+1,643.1%
TSM vs BURL
+232.1%
+1,411.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.8% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | -7.3% | -7.7% | +0.5% | -5.6% |
| 3M | -7.1% | -31.7% | +24.5% | +1.3% |
| 6M | +0.2% | -15.2% | +15.4% | +3.0% |
| YTD | +32.2% | -15.9% | +48.2% | +36.0% |
| 1Y | +42.8% | -14.2% | +57.0% | +45.3% |
| 3Y | +330.4% | +93.5% | +236.9% | +255.2% |
| 5Y | +263.9% | -9.9% | +273.8% | +244.4% |
| All | +1,643.1% | +232.1% | +1,411.0% | +1,232.0% |
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