+10.3%
TXG vs BURL
+23.8%
-13.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.1% |
| 7D | -1.8% | -1.6% | -0.3% | -1.1% |
| 30D | -20.4% | -7.7% | -12.6% | -18.0% |
| 3M | +0.1% | -31.7% | +31.7% | +15.0% |
| 6M | +176.2% | -15.2% | +191.3% | +187.7% |
| YTD | +256.8% | -15.9% | +272.7% | +274.0% |
| 1Y | +255.9% | -14.2% | +270.1% | +268.2% |
| 3Y | +60.2% | +93.5% | -33.3% | +24.9% |
| 5Y | -65.1% | -9.9% | -55.2% | -68.4% |
| All | +10.3% | +23.8% | -13.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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