+404.5%
TSM vs BKNG
+41.2%
+363.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -9.8% | +10.8% | +4.4% |
| 30D | +1.0% | -17.9% | +18.8% | +7.5% |
| 3M | +2.9% | +6.6% | -3.7% | -2.6% |
| 6M | +22.8% | +1.1% | +21.7% | +18.2% |
| YTD | +43.3% | -18.2% | +61.5% | +52.3% |
| 1Y | +69.2% | -20.2% | +89.4% | +81.5% |
| 3Y | +404.5% | +39.9% | +364.7% | +280.6% |
| All | +404.5% | +41.2% | +363.3% | +280.6% |
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