-20.2%
BKNG vs TEM
-26.0%
+5.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.9% |
| 7D | -10.7% | -9.2% | -1.5% | -9.9% |
| 30D | -18.1% | +5.5% | -23.6% | -19.2% |
| 3M | +8.5% | +18.7% | -10.2% | +5.3% |
| 6M | -0.1% | +15.4% | -15.5% | -3.8% |
| YTD | -18.2% | -0.5% | -17.7% | -21.1% |
| All | -20.2% | -26.0% | +5.8% | -23.9% |
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