+39.8%
BKNG vs TLT
-2.1%
+42.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -10.7% | -1.6% | -9.1% | -10.5% |
| 30D | -18.1% | -1.3% | -16.8% | -18.0% |
| 3M | +8.5% | -3.7% | +12.2% | +9.0% |
| 6M | -0.1% | -6.4% | +6.3% | +0.4% |
| YTD | -18.2% | -4.5% | -13.8% | -17.9% |
| 1Y | -19.9% | -5.9% | -14.0% | -19.5% |
| All | +39.8% | -2.1% | +42.0% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 3y: compounded portfolio wealth divided by compounded TLT 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…
3y analysis · Full analysis span regression · 6 months rolling