-13.6%
BKNG vs TTMI
+9.6%
-23.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -10.1% | +19.9% | +9.0% |
| 7D | +15.6% | -19.2% | +34.7% | +14.0% |
| 30D | +8.0% | -44.9% | +52.9% | +4.9% |
| 3M | -11.8% | -44.7% | +33.0% | -14.0% |
| 6M | +3.8% | -53.4% | +57.2% | +1.2% |
| YTD | -19.6% | +6.3% | -26.0% | -23.7% |
| 1Y | -13.6% | +10.7% | -24.3% | -19.0% |
| All | -13.6% | +9.6% | -23.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling