+84.4%
TSM vs BKNG
-12.5%
+96.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.9% |
| 7D | +2.7% | -6.0% | +8.7% | +3.0% |
| 30D | +3.6% | -6.6% | +10.2% | +3.9% |
| 3M | -3.4% | +15.7% | -19.1% | -6.0% |
| 6M | +20.6% | +14.1% | +6.5% | +17.0% |
| YTD | +41.9% | -9.3% | +51.2% | +40.3% |
| 1Y | +84.4% | -12.8% | +97.1% | +79.1% |
| All | +84.4% | -12.5% | +96.9% | +79.1% |
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