+346.2%
TSM vs BURL
+97.8%
+248.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.0% |
| 7D | +4.4% | -0.8% | +5.3% | +4.7% |
| 30D | -7.0% | -4.4% | -2.6% | -6.0% |
| 3M | -1.8% | -28.6% | +26.8% | +7.0% |
| 6M | +2.7% | -12.3% | +15.0% | +4.6% |
| YTD | +37.1% | -11.3% | +48.4% | +38.9% |
| 1Y | +43.5% | -10.4% | +53.9% | +44.1% |
| All | +346.2% | +97.8% | +248.4% | +324.1% |
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