+902.7%
BURL vs TCOM
+47.2%
+855.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.6% | -3.4% |
| 7D | +3.5% | +13.6% | -10.1% | +1.1% |
| 30D | -9.3% | +14.5% | -23.8% | -11.5% |
| 3M | -32.1% | -4.7% | -27.4% | -31.6% |
| 6M | -19.8% | -16.4% | -3.4% | -17.5% |
| YTD | -13.2% | -39.1% | +25.9% | -6.0% |
| 1Y | -7.8% | -37.8% | +30.0% | -0.6% |
| 3Y | +89.3% | +31.1% | +58.2% | +73.9% |
| 5Y | -15.8% | +45.7% | -61.5% | -28.1% |
| 10Y | +262.2% | +3.7% | +258.4% | +206.6% |
| All | +902.7% | +47.2% | +855.4% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling