+960.9%
BURL vs TCOM
+37.9%
+923.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | -9.5% | +6.7% | -1.1% |
| 30D | -28.2% | -10.7% | -17.4% | -26.7% |
| 3M | -17.6% | -14.6% | -3.0% | -15.4% |
| 6M | -11.8% | -19.3% | +7.6% | -8.6% |
| YTD | -8.1% | -42.9% | +34.8% | +0.7% |
| 1Y | -12.0% | -43.8% | +31.8% | -3.3% |
| 3Y | +63.3% | +2.1% | +61.2% | +56.9% |
| 5Y | -10.8% | +31.2% | -42.0% | -22.5% |
| 10Y | +215.9% | -13.9% | +229.8% | +173.9% |
| All | +960.9% | +37.9% | +923.0% | +768.4% |
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