+32.9%
TSLA vs BKNG
+41.2%
-8.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.4% | -10.7% | +7.3% | +1.6% |
| 30D | +9.2% | -18.1% | +27.3% | +19.6% |
| 3M | -4.7% | +8.5% | -13.2% | -11.7% |
| 6M | -8.9% | -0.1% | -8.9% | -12.4% |
| YTD | -19.2% | -18.2% | -0.9% | -11.5% |
| 1Y | +4.5% | -19.9% | +24.4% | +15.4% |
| All | +32.9% | +41.2% | -8.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 3y: compounded portfolio wealth divided by compounded BKNG 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…
3y analysis · Full analysis span regression · 6 months rolling