-13.6%
BKNG vs TLN
-17.6%
+4.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -8.5% | +18.4% | +9.2% |
| 7D | +15.6% | -6.0% | +21.6% | +15.1% |
| 30D | +8.0% | -1.5% | +9.5% | +7.7% |
| 3M | -11.8% | -3.9% | -7.9% | -12.0% |
| 6M | +3.8% | -15.0% | +18.8% | +3.0% |
| YTD | -19.6% | -12.8% | -6.8% | -19.7% |
| 1Y | -13.6% | -17.3% | +3.7% | -14.3% |
| All | -13.6% | -17.6% | +4.0% | -14.3% |
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