+39.8%
BKNG vs TDY
+45.1%
-5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | -1.9% | -8.8% | -10.2% |
| 30D | -18.1% | -12.5% | -5.6% | -15.3% |
| 3M | +8.5% | -0.8% | +9.3% | +8.2% |
| 6M | -0.1% | -9.0% | +8.9% | +1.9% |
| YTD | -18.2% | +16.8% | -35.0% | -24.8% |
| 1Y | -19.9% | +9.5% | -29.3% | -24.6% |
| All | +39.8% | +45.1% | -5.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling