+209.9%
BKNG vs TDY
+479.2%
-269.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -9.8% | -1.1% | -8.7% | -9.3% |
| 30D | -17.9% | -12.0% | -5.8% | -12.6% |
| 3M | +6.6% | -3.2% | +9.8% | +7.7% |
| 6M | +1.1% | -7.9% | +9.0% | +4.1% |
| YTD | -18.2% | +18.2% | -36.4% | -27.0% |
| 1Y | -20.2% | +6.7% | -26.8% | -24.9% |
| 3Y | +39.9% | +47.5% | -7.7% | +8.4% |
| 5Y | +93.1% | +39.5% | +53.6% | +52.4% |
| All | +209.9% | +479.2% | -269.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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