-5.3%
BURL vs TXT
+9.2%
-14.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.0% |
| 7D | +10.4% | +10.6% | -0.2% | +7.4% |
| 30D | -4.9% | +14.4% | -19.3% | -8.4% |
| 3M | -29.8% | -2.7% | -27.0% | -29.5% |
| 6M | -16.5% | -4.7% | -11.8% | -16.2% |
| YTD | -10.5% | -0.5% | -10.0% | -14.5% |
| 1Y | -5.3% | +8.7% | -14.1% | -17.2% |
| All | -5.3% | +9.2% | -14.5% | -17.2% |
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