-6.9%
BURL vs TCOM
+39.4%
-46.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | -4.3% | +11.5% | -15.9% | -6.0% |
| 3M | -28.8% | -5.2% | -23.6% | -28.2% |
| 6M | -12.8% | -16.9% | +4.1% | -10.6% |
| YTD | -12.8% | -39.9% | +27.1% | -6.5% |
| 1Y | -12.3% | -42.1% | +29.8% | -5.4% |
| 3Y | +92.7% | +28.0% | +64.6% | +81.7% |
| All | -6.9% | +39.4% | -46.3% | -14.8% |
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 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