+209.9%
BKNG vs TSEM
+1,289.9%
-1,080.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.2% |
| 7D | -10.7% | +0.9% | -11.6% | -10.9% |
| 30D | -18.1% | -16.6% | -1.5% | -15.8% |
| 3M | +8.5% | -10.9% | +19.4% | +7.2% |
| 6M | -0.1% | +78.0% | -78.1% | -19.3% |
| YTD | -18.2% | +77.2% | -95.4% | -35.0% |
| 1Y | -19.9% | +207.6% | -227.4% | -45.9% |
| 3Y | +41.6% | +637.8% | -596.2% | -29.2% |
| 5Y | +93.1% | +617.0% | -523.9% | -5.9% |
| All | +209.9% | +1,289.9% | -1,080.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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