+209.9%
BKNG vs TAP
-50.5%
+260.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -10.7% | -5.3% | -5.4% | -8.9% |
| 30D | -18.1% | -7.4% | -10.7% | -15.9% |
| 3M | +8.5% | -4.9% | +13.4% | +10.5% |
| 6M | -0.1% | -14.2% | +14.1% | +4.9% |
| YTD | -18.2% | -14.8% | -3.4% | -14.3% |
| 1Y | -19.9% | -18.1% | -1.8% | -15.2% |
| 3Y | +41.6% | -32.7% | +74.3% | +57.5% |
| 5Y | +93.1% | -0.5% | +93.6% | +80.3% |
| All | +209.9% | -50.5% | +260.4% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling