+91.7%
BKNG vs TSN
-18.0%
+109.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -10.7% | +1.4% | -12.0% | -10.9% |
| 30D | -18.1% | -6.2% | -11.9% | -17.1% |
| 3M | +8.5% | -5.7% | +14.2% | +9.7% |
| 6M | -0.1% | -11.4% | +11.3% | +1.8% |
| YTD | -18.2% | -8.2% | -10.1% | -17.3% |
| 1Y | -19.9% | -2.0% | -17.8% | -20.2% |
| 3Y | +41.6% | +11.9% | +29.7% | +35.3% |
| All | +91.7% | -18.0% | +109.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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