+3,280.3%
TSM vs BURL
+1,051.1%
+2,229.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +2.3% |
| 7D | +2.7% | -2.8% | +5.5% | +3.3% |
| 30D | +3.6% | -28.2% | +31.8% | +11.2% |
| 3M | -3.4% | -17.6% | +14.2% | +0.4% |
| 6M | +20.6% | -11.8% | +32.4% | +23.0% |
| YTD | +41.9% | -8.1% | +50.0% | +43.2% |
| 1Y | +84.4% | -12.0% | +96.3% | +86.8% |
| 3Y | +380.2% | +63.3% | +316.9% | +319.9% |
| 5Y | +275.3% | -10.8% | +286.1% | +257.0% |
| 10Y | +1,751.4% | +215.9% | +1,535.5% | +1,296.3% |
| All | +3,280.3% | +1,051.1% | +2,229.2% | +2,279.6% |
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