+84.0%
BKNG vs TOST
-50.3%
+134.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.2% |
| 7D | -13.1% | -4.7% | -8.4% | -12.1% |
| 30D | -18.5% | -9.1% | -9.5% | -16.7% |
| 3M | +5.8% | +29.8% | -24.0% | -0.1% |
| 6M | -2.1% | +10.0% | -12.2% | -4.7% |
| YTD | -18.6% | -8.6% | -10.0% | -17.8% |
| 1Y | -21.7% | -20.7% | -1.0% | -18.9% |
| 3Y | +40.9% | +55.7% | -14.8% | +22.5% |
| All | +84.0% | -50.3% | +134.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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