-10.0%
TSM vs BURL
-19.4%
+9.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.8% | -10.5% |
| 7D | -18.2% | +3.5% | -21.7% | -18.3% |
| 30D | -26.8% | -9.3% | -17.5% | -25.8% |
| 3M | -14.5% | -32.1% | +17.6% | -11.9% |
| 6M | -10.0% | -19.8% | +9.8% | -9.3% |
| All | -10.0% | -19.4% | +9.4% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling