+825.7%
BKNG vs TAP
+156.6%
+669.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -5.6% |
| 7D | -7.9% | -2.3% | -5.6% | -7.2% |
| 30D | -15.9% | -9.4% | -6.5% | -13.6% |
| 3M | +11.1% | -0.8% | +11.9% | +11.4% |
| 6M | -0.7% | -14.7% | +14.1% | +3.4% |
| YTD | -15.4% | -13.9% | -1.5% | -12.4% |
| 1Y | -18.5% | -18.6% | +0.1% | -14.6% |
| 3Y | +46.5% | -32.0% | +78.5% | +58.8% |
| 5Y | +98.8% | -1.0% | +99.7% | +92.1% |
| 10Y | +218.4% | -51.4% | +269.7% | +247.9% |
| All | +825.7% | +156.6% | +669.1% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling