+221.9%
BURL vs TXT
+89.4%
+132.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -7.7% | +13.3% | -21.1% | -13.3% |
| 3M | -31.7% | -5.0% | -26.7% | -30.3% |
| 6M | -15.2% | -8.4% | -6.7% | -12.6% |
| YTD | -15.9% | -4.0% | -11.9% | -16.0% |
| 1Y | -14.2% | +2.8% | -17.0% | -17.1% |
| 3Y | +93.5% | +10.3% | +83.2% | +77.3% |
| 5Y | -9.9% | +9.2% | -19.0% | -18.2% |
| All | +221.9% | +89.4% | +132.5% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling