+68.6%
BKNG vs TLN
+589.3%
-520.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.6% |
| 7D | -13.1% | +5.8% | -19.0% | -13.6% |
| 30D | -18.5% | -6.9% | -11.7% | -18.1% |
| 3M | +5.8% | -10.9% | +16.6% | +6.3% |
| 6M | -2.1% | -4.6% | +2.5% | -3.1% |
| YTD | -18.6% | -14.7% | -3.9% | -18.6% |
| 1Y | -21.7% | -17.9% | -3.7% | -21.7% |
| 3Y | +40.9% | +483.9% | -443.0% | -2.2% |
| All | +68.6% | +589.3% | -520.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling