+887.6%
TXN vs BURL
+987.9%
-100.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -10.0% |
| 7D | -10.7% | +3.5% | -14.2% | -11.4% |
| 30D | -6.0% | -9.3% | +3.3% | -4.1% |
| 3M | +0.6% | -32.1% | +32.7% | +9.1% |
| 6M | 0.0% | -19.8% | +19.8% | +4.0% |
| YTD | +63.8% | -13.2% | +77.0% | +66.7% |
| 1Y | +73.8% | -7.8% | +81.6% | +73.6% |
| 3Y | +100.9% | +89.3% | +11.6% | +66.8% |
| 5Y | +65.5% | -15.8% | +81.3% | +58.1% |
| 10Y | +439.5% | +262.2% | +177.3% | +275.3% |
| All | +887.6% | +987.9% | -100.3% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling