+813.2%
TXN vs BURL
+1,051.1%
-237.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | -0.1% | -2.8% | +2.7% | +0.5% |
| 30D | -6.9% | -28.2% | +21.2% | 0.0% |
| 3M | -14.9% | -17.6% | +2.7% | -11.5% |
| 6M | +29.0% | -11.8% | +40.8% | +31.5% |
| YTD | +51.5% | -8.1% | +59.6% | +52.8% |
| 1Y | +41.6% | -12.0% | +53.5% | +43.3% |
| 3Y | +65.8% | +63.3% | +2.5% | +42.5% |
| 5Y | +56.8% | -10.8% | +67.6% | +48.2% |
| 10Y | +387.5% | +215.9% | +171.6% | +246.0% |
| All | +813.2% | +1,051.1% | -237.9% | +447.9% |
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