+1,502.2%
TSM vs BURL
+261.4%
+1,240.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.5% |
| 7D | -2.5% | +7.7% | -10.2% | -4.3% |
| 30D | -14.3% | -7.1% | -7.1% | -12.9% |
| 3M | -7.2% | -30.3% | +23.1% | +0.7% |
| 6M | -5.1% | -15.5% | +10.4% | -2.4% |
| YTD | +28.9% | -11.0% | +39.9% | +30.7% |
| 1Y | +37.1% | -8.4% | +45.5% | +37.3% |
| 3Y | +341.5% | +96.7% | +244.8% | +263.0% |
| 5Y | +245.7% | -14.1% | +259.8% | +230.5% |
| 10Y | +1,502.2% | +255.1% | +1,247.2% | +1,117.0% |
| All | +1,502.2% | +261.4% | +1,240.9% | +1,117.0% |
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