-12.8%
BKNG vs TER
+203.7%
-216.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.4% | -0.7% |
| 7D | -6.0% | +0.6% | -6.6% | -6.0% |
| 30D | -6.6% | -8.3% | +1.7% | -7.0% |
| 3M | +15.7% | -12.2% | +27.9% | +15.3% |
| 6M | +14.1% | +17.0% | -2.9% | +12.9% |
| YTD | -9.3% | +84.6% | -93.9% | -11.4% |
| 1Y | -12.8% | +199.8% | -212.6% | -15.0% |
| All | -12.8% | +203.7% | -216.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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