+71.2%
BKR vs TCOM
+8.0%
+63.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.0% | -4.9% | -2.1% | -6.5% |
| 30D | -8.1% | -14.4% | +6.3% | -6.6% |
| 3M | -6.6% | -17.7% | +11.0% | -4.8% |
| 6M | +0.9% | -25.1% | +26.0% | +3.8% |
| YTD | +31.1% | -45.7% | +76.8% | +39.5% |
| 1Y | +27.7% | -47.9% | +75.6% | +36.6% |
| 3Y | +71.2% | +8.9% | +62.3% | +70.2% |
| All | +71.2% | +8.0% | +63.2% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling