+933.1%
BURL vs TXT
+219.3%
+713.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.2% |
| 7D | +10.4% | +10.6% | -0.2% | +5.4% |
| 30D | -4.9% | +14.4% | -19.3% | -10.6% |
| 3M | -29.8% | -2.7% | -27.0% | -29.2% |
| 6M | -16.5% | -4.7% | -11.8% | -15.6% |
| YTD | -10.5% | -0.5% | -10.0% | -11.9% |
| 1Y | -5.3% | +8.7% | -14.1% | -10.3% |
| 3Y | +95.1% | +12.1% | +83.0% | +79.4% |
| 5Y | -12.1% | +14.6% | -26.6% | -20.7% |
| 10Y | +273.2% | +124.7% | +148.5% | +143.1% |
| All | +933.1% | +219.3% | +713.8% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling