-13.6%
BKNG vs TEM
-11.1%
-2.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.8% | +12.6% | +10.1% |
| 7D | +15.6% | -1.3% | +16.9% | +15.6% |
| 30D | +8.0% | -9.5% | +17.5% | +8.8% |
| 3M | -11.8% | +60.7% | -72.5% | -18.0% |
| 6M | +3.8% | +35.5% | -31.7% | -2.0% |
| YTD | -19.6% | +28.0% | -47.7% | -25.4% |
| 1Y | -13.6% | -10.5% | -3.1% | -14.2% |
| All | -13.6% | -11.1% | -2.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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