-20.2%
BKNG vs TTMI
+155.3%
-175.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | +0.2% |
| 7D | -9.8% | +0.7% | -10.5% | -9.7% |
| 30D | -17.9% | -8.4% | -9.4% | -18.1% |
| 3M | +6.6% | -32.5% | +39.0% | +6.3% |
| 6M | +1.1% | +32.5% | -31.4% | +1.2% |
| YTD | -18.2% | +83.2% | -101.5% | -18.7% |
| 1Y | -20.2% | +161.7% | -181.9% | -19.4% |
| All | -20.2% | +155.3% | -175.5% | -19.4% |
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