+39.8%
BKNG vs TSLQ
-95.5%
+135.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.7% |
| 7D | -10.7% | +5.7% | -16.3% | -10.3% |
| 30D | -18.1% | -21.1% | +3.0% | -19.3% |
| 3M | +8.5% | -11.5% | +20.0% | +8.7% |
| 6M | -0.1% | -14.9% | +14.9% | +0.5% |
| YTD | -18.2% | +2.4% | -20.7% | -16.1% |
| 1Y | -19.9% | -49.8% | +29.9% | -21.8% |
| All | +39.8% | -95.5% | +135.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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