+317.2%
BKR vs TCOM
+2,536.0%
-2,218.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.4% |
| 7D | -6.7% | -6.5% | -0.1% | -5.4% |
| 30D | -8.3% | -16.2% | +7.9% | -5.0% |
| 3M | -5.4% | -19.3% | +13.9% | -1.6% |
| 6M | +0.8% | -27.2% | +28.0% | +6.9% |
| YTD | +31.8% | -46.2% | +78.0% | +47.5% |
| 1Y | +28.6% | -46.6% | +75.2% | +44.0% |
| 3Y | +71.2% | +8.4% | +62.8% | +59.7% |
| 5Y | +179.2% | +25.8% | +153.4% | +135.1% |
| 10Y | +124.0% | -11.9% | +135.8% | +92.8% |
| All | +317.2% | +2,536.0% | -2,218.8% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling