-12.0%
BURL vs TXT
-1.0%
-11.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -28.2% | -10.6% | -17.5% | -26.0% |
| 3M | -17.6% | -13.2% | -4.4% | -15.0% |
| 6M | -11.8% | -20.3% | +8.6% | -7.2% |
| YTD | -8.1% | -9.3% | +1.1% | -8.5% |
| 1Y | -12.0% | -2.7% | -9.3% | -16.1% |
| All | -12.0% | -1.0% | -11.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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