+209.9%
BKNG vs TMO
+333.5%
-123.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -10.7% | -2.5% | -8.2% | -9.8% |
| 30D | -18.1% | -0.3% | -17.8% | -18.0% |
| 3M | +8.5% | +25.3% | -16.7% | -0.3% |
| 6M | -0.1% | +20.9% | -20.9% | -7.2% |
| YTD | -18.2% | +4.3% | -22.5% | -20.0% |
| 1Y | -19.9% | +27.0% | -46.9% | -27.3% |
| 3Y | +41.6% | +17.5% | +24.1% | +29.1% |
| 5Y | +93.1% | +6.9% | +86.2% | +78.7% |
| All | +209.9% | +333.5% | -123.6% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling