+209.9%
BKNG vs TD
+303.5%
-93.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -10.7% | -2.6% | -8.1% | -8.9% |
| 30D | -18.1% | -1.0% | -17.1% | -17.7% |
| 3M | +8.5% | +5.6% | +2.9% | +3.8% |
| 6M | -0.1% | +27.1% | -27.2% | -16.7% |
| YTD | -18.2% | +29.4% | -47.6% | -32.9% |
| 1Y | -19.9% | +60.7% | -80.5% | -44.0% |
| 3Y | +41.6% | +127.6% | -86.0% | -25.9% |
| 5Y | +93.1% | +125.4% | -32.3% | +1.7% |
| All | +209.9% | +303.5% | -93.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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