+14.8%
BKNG vs TEM
+46.9%
-32.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.8% |
| 7D | -10.7% | -9.2% | -1.5% | -10.1% |
| 30D | -18.1% | +5.5% | -23.6% | -18.7% |
| 3M | +8.5% | +18.7% | -10.2% | +6.6% |
| 6M | -0.1% | +15.4% | -15.5% | -2.1% |
| YTD | -18.2% | -0.5% | -17.7% | -19.3% |
| 1Y | -19.9% | -24.8% | +5.0% | -20.0% |
| All | +14.8% | +46.9% | -32.1% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling