+481.5%
TXN vs BURL
+254.9%
+226.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +10.5% | -4.4% | +14.9% | +11.5% |
| 3M | +10.7% | -28.6% | +39.3% | +19.3% |
| 6M | +5.1% | -12.3% | +17.4% | +7.3% |
| YTD | +82.5% | -11.3% | +93.7% | +84.9% |
| 1Y | +98.2% | -10.4% | +108.6% | +99.5% |
| 3Y | +128.4% | +96.1% | +32.3% | +85.0% |
| 5Y | +89.0% | -5.0% | +94.0% | +75.4% |
| 10Y | +481.5% | +251.8% | +229.7% | +319.9% |
| All | +481.5% | +254.9% | +226.6% | +319.9% |
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 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