+46.5%
BKNG vs TSLL
-28.0%
+74.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.9% | -14.6% | -7.2% |
| 7D | -7.9% | +5.8% | -13.7% | -8.4% |
| 30D | -15.9% | +21.7% | -37.6% | -17.3% |
| 3M | +11.1% | -28.2% | +39.3% | +12.4% |
| 6M | -0.7% | -29.5% | +28.8% | -0.2% |
| YTD | -15.4% | -47.5% | +32.1% | -13.3% |
| 1Y | -18.5% | -20.8% | +2.3% | -20.1% |
| 3Y | +46.5% | -26.7% | +73.2% | +37.4% |
| All | +46.5% | -28.0% | +74.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 3y: compounded portfolio wealth divided by compounded TSLL 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…
3y analysis · Full analysis span regression · 6 months rolling