+1,757.2%
TSM vs BKNG
+217.3%
+1,539.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +2.6% | -10.7% | +13.3% | +7.2% |
| 30D | +1.4% | -18.1% | +19.5% | +9.5% |
| 3M | +5.0% | +8.5% | -3.6% | -0.8% |
| 6M | +24.0% | -0.1% | +24.0% | +20.7% |
| YTD | +41.6% | -18.2% | +59.8% | +49.3% |
| 1Y | +66.2% | -19.9% | +86.0% | +75.8% |
| 3Y | +398.2% | +41.6% | +356.6% | +305.4% |
| 5Y | +277.6% | +93.1% | +184.5% | +160.6% |
| All | +1,757.2% | +217.3% | +1,539.8% | +846.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling