-12.8%
BKNG vs TLN
-17.2%
+4.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.8% |
| 7D | -6.0% | +7.1% | -13.1% | -5.8% |
| 30D | -6.6% | -3.9% | -2.7% | -6.7% |
| 3M | +15.7% | -16.2% | +31.8% | +15.2% |
| 6M | +14.1% | -5.8% | +20.0% | +13.4% |
| YTD | -9.3% | -15.4% | +6.1% | -9.5% |
| 1Y | -12.8% | -16.7% | +3.9% | -8.3% |
| All | -12.8% | -17.2% | +4.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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