-10.4%
BURL vs TCOM
-40.4%
+29.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.4% |
| 30D | -4.4% | +12.5% | -16.9% | -7.4% |
| 3M | -28.6% | -5.6% | -23.0% | -27.6% |
| 6M | -12.3% | -16.5% | +4.2% | -8.9% |
| YTD | -11.3% | -39.4% | +28.1% | -5.3% |
| 1Y | -10.4% | -41.0% | +30.5% | -4.1% |
| All | -10.4% | -40.4% | +29.9% | -4.1% |
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 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