+125.8%
TXN vs BURL
+87.4%
+38.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -2.1% |
| 7D | +9.5% | -1.6% | +11.0% | +9.9% |
| 30D | +8.7% | -7.7% | +16.5% | +10.5% |
| 3M | +11.6% | -31.7% | +43.2% | +20.8% |
| 6M | +0.1% | -15.2% | +15.3% | +2.7% |
| YTD | +78.8% | -15.9% | +94.7% | +83.0% |
| 1Y | +91.2% | -14.2% | +105.4% | +93.8% |
| 3Y | +125.8% | +93.5% | +32.3% | +114.7% |
| All | +125.8% | +87.4% | +38.4% | +114.7% |
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