+121.5%
TXN vs BURL
+94.5%
+27.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -3.8% | +5.9% | -9.7% | -4.9% |
| 30D | +6.4% | -8.3% | +14.7% | +8.3% |
| 3M | +7.7% | -31.6% | +39.3% | +16.6% |
| 6M | +5.5% | -16.6% | +22.1% | +8.7% |
| YTD | +77.0% | -12.1% | +89.1% | +79.4% |
| 1Y | +91.2% | -10.0% | +101.2% | +91.8% |
| 3Y | +121.5% | +94.3% | +27.2% | +107.1% |
| All | +121.5% | +94.5% | +27.0% | +107.1% |
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