+31.2%
TSM vs BURL
-7.8%
+39.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.5% |
| 7D | -7.6% | +4.1% | -11.6% | -8.0% |
| 30D | -20.5% | -9.5% | -11.0% | -19.2% |
| 3M | -10.0% | -33.5% | +23.5% | -4.5% |
| 6M | -10.1% | -22.1% | +12.0% | -7.8% |
| YTD | +24.5% | -14.6% | +39.1% | +27.1% |
| 1Y | +31.2% | -8.4% | +39.5% | +34.2% |
| All | +31.2% | -7.8% | +39.0% | +34.2% |
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