+209.9%
BKNG vs TCOM
-10.5%
+220.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -10.7% | -6.5% | -4.1% | -8.9% |
| 30D | -18.1% | -16.2% | -1.9% | -13.8% |
| 3M | +8.5% | -19.3% | +27.8% | +15.0% |
| 6M | -0.1% | -27.2% | +27.2% | +9.0% |
| YTD | -18.2% | -46.2% | +28.0% | -3.5% |
| 1Y | -19.9% | -46.6% | +26.8% | -5.4% |
| 3Y | +41.6% | +8.4% | +33.2% | +27.2% |
| 5Y | +93.1% | +25.8% | +67.3% | +51.9% |
| All | +209.9% | -10.5% | +220.4% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling