+255.1%
BURL vs TCOM
+3.5%
+251.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +5.0% | +4.4% |
| 7D | +7.7% | +7.4% | +0.3% | +6.1% |
| 30D | -7.1% | +13.2% | -20.4% | -9.5% |
| 3M | -30.3% | -4.6% | -25.7% | -29.7% |
| 6M | -15.5% | -16.4% | +0.9% | -12.8% |
| YTD | -11.0% | -38.8% | +27.8% | -2.6% |
| 1Y | -8.4% | -37.3% | +28.9% | -0.4% |
| 3Y | +96.7% | +31.4% | +65.2% | +77.4% |
| 5Y | -14.1% | +45.5% | -59.6% | -28.8% |
| 10Y | +255.1% | +4.6% | +250.4% | +192.8% |
| All | +255.1% | +3.5% | +251.5% | +192.8% |
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