+17.6%
TXG vs BURL
+30.6%
-13.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -8.1% | -0.8% | -7.3% | -7.6% |
| 30D | -17.5% | -4.4% | -13.0% | -16.1% |
| 3M | +6.1% | -28.6% | +34.7% | +19.9% |
| 6M | +202.7% | -12.3% | +215.0% | +211.3% |
| YTD | +280.4% | -11.3% | +291.7% | +290.4% |
| 1Y | +274.0% | -10.4% | +284.5% | +280.6% |
| 3Y | +74.9% | +96.1% | -21.2% | +35.3% |
| 5Y | -63.0% | -5.0% | -58.0% | -67.3% |
| All | +17.6% | +30.6% | -13.0% | -0.3% |
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