+104.0%
TXN vs BURL
+86.7%
+17.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -7.8% | +4.1% | -11.9% | -8.5% |
| 30D | -3.6% | -9.5% | +5.9% | -1.6% |
| 3M | +0.1% | -33.5% | +33.6% | +9.0% |
| 6M | -3.2% | -22.1% | +18.9% | +1.3% |
| YTD | +63.4% | -14.6% | +77.9% | +66.5% |
| 1Y | +75.6% | -8.4% | +84.0% | +75.0% |
| 3Y | +104.0% | +86.6% | +17.5% | +91.0% |
| All | +104.0% | +86.7% | +17.3% | +91.0% |
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