-13.6%
BKNG vs TE
-16.5%
+2.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.5% | +13.4% | +9.8% |
| 7D | +15.6% | +3.8% | +11.8% | +15.6% |
| 30D | +8.0% | -26.2% | +34.2% | +7.8% |
| 3M | -11.8% | -49.7% | +37.9% | -12.1% |
| 6M | +3.8% | -46.5% | +50.2% | +2.5% |
| YTD | -19.6% | -59.1% | +39.5% | -20.5% |
| 1Y | -13.6% | -25.8% | +12.2% | -18.2% |
| All | -13.6% | -16.5% | +2.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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