+91.7%
BKNG vs TTMI
+800.2%
-708.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | -10.7% | +6.0% | -16.7% | -11.3% |
| 30D | -18.1% | -6.4% | -11.7% | -17.8% |
| 3M | +8.5% | -28.9% | +37.4% | +11.7% |
| 6M | -0.1% | +26.9% | -26.9% | -7.9% |
| YTD | -18.2% | +77.3% | -95.5% | -30.9% |
| 1Y | -19.9% | +147.5% | -167.4% | -38.5% |
| 3Y | +41.6% | +847.6% | -806.0% | -27.4% |
| All | +91.7% | +800.2% | -708.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling