+110.8%
BKNG vs TSLL
-49.5%
+160.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +0.4% |
| 7D | -4.5% | +33.0% | -37.4% | -6.5% |
| 30D | +2.3% | +7.7% | -5.4% | +1.2% |
| 3M | -23.9% | +34.7% | -58.6% | -26.5% |
| 6M | +0.9% | -31.5% | +32.4% | +1.7% |
| YTD | -24.2% | -42.4% | +18.2% | -23.1% |
| 1Y | -21.4% | -39.7% | +18.3% | -20.9% |
| 3Y | +34.2% | +3.4% | +30.8% | +12.7% |
| All | +110.8% | -49.5% | +160.3% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling