-15.9%
BURL vs TCOM
+44.6%
-60.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +4.1% | +12.1% | -8.0% | +2.2% |
| 30D | -9.5% | +16.5% | -26.0% | -11.6% |
| 3M | -33.5% | -4.0% | -29.5% | -33.1% |
| 6M | -22.1% | -18.5% | -3.6% | -19.9% |
| YTD | -14.6% | -38.3% | +23.7% | -8.8% |
| 1Y | -8.4% | -36.6% | +28.2% | -2.6% |
| 3Y | +86.6% | +31.1% | +55.4% | +75.5% |
| All | -15.9% | +44.6% | -60.5% | -25.7% |
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