+825.7%
BKNG vs TER
+1,380.0%
-554.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -8.1% |
| 7D | -7.9% | +11.0% | -18.8% | -11.1% |
| 30D | -15.9% | -1.9% | -14.0% | -16.3% |
| 3M | +11.1% | -0.7% | +11.8% | +5.3% |
| 6M | -0.7% | +36.4% | -37.1% | -19.1% |
| YTD | -15.4% | +92.4% | -107.9% | -40.3% |
| 1Y | -18.5% | +213.5% | -232.1% | -53.0% |
| 3Y | +46.5% | +277.2% | -230.8% | -26.3% |
| 5Y | +98.8% | +219.1% | -120.4% | +1.6% |
| 10Y | +218.4% | +1,744.2% | -1,525.9% | -22.1% |
| All | +825.7% | +1,380.0% | -554.2% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling