+89.6%
BURL vs TXT
+10.0%
+79.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | +3.5% | -2.5% | +6.0% | +4.5% |
| 30D | -9.3% | +12.8% | -22.1% | -13.9% |
| 3M | -32.1% | -3.6% | -28.5% | -31.2% |
| 6M | -19.8% | -6.9% | -12.9% | -18.1% |
| YTD | -13.2% | -2.2% | -11.0% | -14.3% |
| 1Y | -7.8% | +6.3% | -14.1% | -12.7% |
| All | +89.6% | +10.0% | +79.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling