+26.5%
TSM vs BKNG
+1.3%
+25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.7% | +9.1% | +2.1% |
| 7D | +6.0% | -7.9% | +13.9% | +5.8% |
| 30D | +4.5% | -15.9% | +20.4% | +4.3% |
| 3M | +3.1% | +11.1% | -8.0% | -1.8% |
| All | +26.5% | +1.3% | +25.3% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling