+12,108.2%
TSM vs BKNG
+919.5%
+11,188.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.7% | +9.1% | +3.8% |
| 7D | +6.0% | -7.9% | +13.9% | +7.8% |
| 30D | +4.5% | -15.9% | +20.4% | +8.2% |
| 3M | +3.1% | +11.1% | -8.0% | 0.0% |
| 6M | +30.2% | -0.7% | +30.9% | +29.0% |
| YTD | +45.2% | -15.4% | +60.6% | +48.4% |
| 1Y | +79.6% | -18.5% | +98.1% | +84.5% |
| 3Y | +411.0% | +46.5% | +364.5% | +363.7% |
| 5Y | +290.7% | +98.8% | +192.0% | +229.9% |
| 10Y | +1,753.6% | +218.4% | +1,535.2% | +1,298.7% |
| All | +12,108.2% | +919.5% | +11,188.7% | +4,129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling