+113.3%
BKNG vs TE
-53.2%
+166.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.1% |
| 3Y | +41.6% | -26.0% | +67.6% | +30.7% |
| 5Y | +93.1% | -48.5% | +141.6% | +78.6% |
| All | +113.3% | -53.2% | +166.4% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling