-20.4%
BKNG vs TDG
-12.9%
-7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.1% |
| 7D | -9.1% | -4.4% | -4.7% | -7.0% |
| 30D | -17.1% | -11.6% | -5.5% | -12.1% |
| 3M | +6.6% | -11.5% | +18.1% | +12.7% |
| 6M | +3.9% | -8.5% | +12.4% | +7.4% |
| YTD | -17.6% | -16.4% | -1.1% | -9.2% |
| All | -20.4% | -12.9% | -7.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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