-10.3%
BURL vs TCOM
+40.6%
-50.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -3.7% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | -7.7% | +12.1% | -19.8% | -9.4% |
| 3M | -31.7% | -3.2% | -28.5% | -31.4% |
| 6M | -15.2% | -16.6% | +1.5% | -13.0% |
| YTD | -15.9% | -39.4% | +23.5% | -10.0% |
| 1Y | -14.2% | -41.5% | +27.3% | -7.7% |
| 3Y | +93.5% | +24.4% | +69.1% | +83.4% |
| All | -10.3% | +40.6% | -50.9% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling