+62.5%
TXG vs BURL
+87.9%
-25.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.9% |
| 7D | -15.4% | +4.1% | -19.5% | -17.0% |
| 30D | -22.1% | -9.5% | -12.6% | -18.3% |
| 3M | +30.0% | -33.5% | +63.5% | +58.4% |
| 6M | +160.7% | -22.1% | +182.8% | +186.4% |
| YTD | +263.5% | -14.6% | +278.0% | +278.7% |
| 1Y | +356.0% | -8.4% | +364.4% | +353.4% |
| All | +62.5% | +87.9% | -25.4% | +38.9% |
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