-13.6%
BKNG vs TAP
+4.4%
-18.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +8.8% |
| 7D | +15.6% | +9.9% | +5.6% | +12.0% |
| 30D | +8.0% | +18.1% | -10.1% | +2.4% |
| 3M | -11.8% | +3.2% | -15.0% | -12.9% |
| 6M | +3.8% | +8.4% | -4.7% | +1.5% |
| YTD | -19.6% | -4.4% | -15.2% | -19.9% |
| 1Y | -13.6% | +3.2% | -16.8% | -14.5% |
| All | -13.6% | +4.4% | -18.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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