-20.2%
BKNG vs TD
+59.8%
-80.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -10.7% | -2.6% | -8.1% | -9.7% |
| 30D | -18.1% | -1.0% | -17.1% | -17.9% |
| 3M | +8.5% | +5.6% | +2.9% | +5.2% |
| 6M | -0.1% | +27.1% | -27.2% | -13.5% |
| YTD | -18.2% | +29.4% | -47.6% | -30.7% |
| All | -20.2% | +59.8% | -80.0% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling