+120.2%
BKR vs TCOM
-9.8%
+130.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.0% | -4.9% | -2.1% | -6.1% |
| 30D | -8.1% | -14.4% | +6.3% | -5.4% |
| 3M | -6.6% | -17.7% | +11.0% | -3.5% |
| 6M | +0.9% | -25.1% | +26.0% | +6.0% |
| YTD | +31.1% | -45.7% | +76.8% | +45.5% |
| 1Y | +27.7% | -47.9% | +75.6% | +42.8% |
| 3Y | +71.2% | +8.9% | +62.3% | +59.1% |
| 5Y | +177.6% | +26.9% | +150.8% | +136.5% |
| All | +120.2% | -9.8% | +130.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling