+69.1%
BKNG vs TLN
+574.4%
-505.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -10.0% | -1.3% | -8.7% | -9.9% |
| 30D | -18.1% | -14.3% | -3.7% | -16.9% |
| 3M | +6.3% | -9.3% | +15.6% | +6.5% |
| 6M | +0.8% | -1.1% | +1.9% | -0.8% |
| YTD | -18.4% | -16.6% | -1.9% | -18.2% |
| 1Y | -20.4% | -22.0% | +1.6% | -19.8% |
| 3Y | +39.5% | +470.2% | -430.7% | -2.9% |
| All | +69.1% | +574.4% | -505.3% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling