-13.6%
BKNG vs TMO
+26.9%
-40.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.4% |
| 7D | +15.6% | +0.3% | +15.3% | +15.4% |
| 30D | +8.0% | +4.3% | +3.6% | +5.9% |
| 3M | -11.8% | +25.1% | -36.9% | -20.6% |
| 6M | +3.8% | +52.9% | -49.2% | -16.0% |
| YTD | -19.6% | +22.2% | -41.8% | -26.8% |
| 1Y | -13.6% | +25.4% | -39.0% | -23.1% |
| All | -13.6% | +26.9% | -40.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling