+2,690.3%
TSM vs BURL
+987.9%
+1,702.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.8% | -10.1% |
| 7D | -18.2% | +3.5% | -21.7% | -18.9% |
| 30D | -26.8% | -9.3% | -17.5% | -25.3% |
| 3M | -14.5% | -32.1% | +17.6% | -7.3% |
| 6M | -10.0% | -19.8% | +9.8% | -6.5% |
| YTD | +17.1% | -13.2% | +30.3% | +19.3% |
| 1Y | +21.5% | -7.8% | +29.4% | +21.5% |
| 3Y | +300.4% | +89.3% | +211.1% | +239.4% |
| 5Y | +224.7% | -15.8% | +240.5% | +212.2% |
| 10Y | +1,372.7% | +262.2% | +1,110.5% | +997.8% |
| All | +2,690.3% | +987.9% | +1,702.3% | +1,882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling