+152.1%
BKNG vs TSLL
-57.4%
+209.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +10.9% | 0.0% |
| 7D | -6.0% | +1.9% | -7.9% | -6.3% |
| 30D | -6.6% | +17.8% | -24.4% | -8.2% |
| 3M | +15.7% | -37.0% | +52.7% | +18.4% |
| 6M | +14.1% | -37.7% | +51.8% | +16.0% |
| YTD | -9.3% | -51.4% | +42.0% | -6.1% |
| 1Y | -12.8% | -23.4% | +10.6% | -14.5% |
| 3Y | +58.4% | -30.8% | +89.2% | +39.4% |
| All | +152.1% | -57.4% | +209.5% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling