+12.4%
TXG vs BURL
+25.8%
-13.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | -15.4% | +4.1% | -19.5% | -16.7% |
| 30D | -22.1% | -9.5% | -12.6% | -19.2% |
| 3M | +30.0% | -33.5% | +63.5% | +50.8% |
| 6M | +160.7% | -22.1% | +182.8% | +181.0% |
| YTD | +263.5% | -14.6% | +278.0% | +278.1% |
| 1Y | +356.0% | -8.4% | +364.4% | +360.0% |
| 3Y | +53.4% | +86.6% | -33.2% | +20.7% |
| 5Y | -66.7% | -17.2% | -49.5% | -69.8% |
| All | +12.4% | +25.8% | -13.4% | -3.5% |
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