+3,529.6%
BKNG vs TTMI
+488.7%
+3,040.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.9% |
| 7D | -10.7% | +6.0% | -16.7% | -12.0% |
| 30D | -18.1% | -6.4% | -11.7% | -17.5% |
| 3M | +8.5% | -28.9% | +37.4% | +13.7% |
| 6M | -0.1% | +26.9% | -26.9% | -11.6% |
| YTD | -18.2% | +77.3% | -95.5% | -35.2% |
| 1Y | -19.9% | +147.5% | -167.4% | -42.9% |
| 3Y | +41.6% | +847.6% | -806.0% | -31.6% |
| 5Y | +93.1% | +802.2% | -709.1% | -8.5% |
| 10Y | +214.8% | +1,076.3% | -861.6% | +30.9% |
| All | +3,529.6% | +488.7% | +3,040.9% | +1,085.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling