+91.7%
BKNG vs TE
-48.4%
+140.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +0.9% |
| 7D | -10.7% | +0.9% | -11.5% | -10.8% |
| 30D | -18.1% | -16.3% | -1.8% | -17.5% |
| 3M | +8.5% | -40.8% | +49.3% | +10.5% |
| 6M | -0.1% | -42.6% | +42.5% | +0.5% |
| YTD | -18.2% | -31.4% | +13.2% | -19.5% |
| 1Y | -19.9% | +144.9% | -164.8% | -30.2% |
| 3Y | +41.6% | -26.0% | +67.6% | +32.5% |
| All | +91.7% | -48.4% | +140.1% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling