-5.3%
BURL vs TCOM
-39.6%
+34.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.2% | +4.5% | +6.8% |
| 7D | +10.4% | +10.7% | -0.3% | +7.5% |
| 30D | -4.9% | +10.1% | -15.0% | -7.3% |
| 3M | -29.8% | -8.9% | -20.9% | -28.1% |
| 6M | -16.5% | -19.2% | +2.7% | -12.4% |
| YTD | -10.5% | -40.6% | +30.1% | -3.4% |
| 1Y | -5.3% | -39.0% | +33.7% | +1.9% |
| All | -5.3% | -39.6% | +34.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling