+64.2%
BURL vs TCOM
+7.1%
+57.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -2.8% | -9.5% | +6.7% | -1.5% |
| 30D | -28.2% | -10.7% | -17.4% | -27.0% |
| 3M | -17.6% | -14.6% | -3.0% | -16.0% |
| 6M | -11.8% | -19.3% | +7.6% | -9.4% |
| YTD | -8.1% | -42.9% | +34.8% | -2.3% |
| 1Y | -12.0% | -43.8% | +31.8% | -6.2% |
| All | +64.2% | +7.1% | +57.1% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling