+233.9%
BURL vs TCOM
+5.0%
+228.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | -4.3% | +11.5% | -15.9% | -6.5% |
| 3M | -28.8% | -5.2% | -23.6% | -28.1% |
| 6M | -12.8% | -16.9% | +4.1% | -9.8% |
| YTD | -12.8% | -39.9% | +27.1% | -4.3% |
| 1Y | -12.3% | -42.1% | +29.8% | -3.0% |
| 3Y | +92.7% | +28.0% | +64.6% | +74.7% |
| 5Y | -6.5% | +40.4% | -46.9% | -21.9% |
| All | +233.9% | +5.0% | +228.9% | +179.1% |
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