+50.2%
TXG vs BURL
+89.8%
-39.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -12.6% |
| 7D | -28.8% | +3.5% | -32.3% | -29.8% |
| 30D | -28.0% | -9.3% | -18.7% | -24.5% |
| 3M | +22.3% | -32.1% | +54.4% | +47.5% |
| 6M | +163.8% | -19.8% | +183.6% | +185.4% |
| YTD | +256.0% | -13.2% | +269.2% | +268.1% |
| 1Y | +330.4% | -7.8% | +338.2% | +327.4% |
| All | +50.2% | +89.8% | -39.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling