-13.6%
BKNG vs TER
+42.7%
-56.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.8% | +16.6% | +9.3% |
| 7D | +15.6% | -19.9% | +35.4% | +14.1% |
| 30D | +8.0% | -43.5% | +51.5% | +4.6% |
| 3M | -11.8% | -37.8% | +26.0% | -13.8% |
| 6M | +3.8% | -25.6% | +29.3% | +0.9% |
| YTD | -19.6% | +29.8% | -49.4% | -24.4% |
| 1Y | -13.6% | +43.2% | -56.8% | -20.7% |
| All | -13.6% | +42.7% | -56.3% | -20.7% |
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