+36.0%
TSM vs BKNG
-13.7%
+49.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.8% | -12.1% | -2.2% |
| 7D | -10.0% | +15.6% | -25.5% | -9.9% |
| 30D | -18.5% | +8.0% | -26.5% | -18.4% |
| 3M | -4.9% | -11.8% | +6.9% | -4.2% |
| 6M | -1.0% | +3.8% | -4.7% | -3.4% |
| YTD | +31.3% | -19.6% | +50.9% | +32.0% |
| 1Y | +36.0% | -13.6% | +49.6% | +34.8% |
| All | +36.0% | -13.7% | +49.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling