-12.8%
BKNG vs TMF
-15.2%
+2.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.0% | -1.4% | -4.6% | -5.6% |
| 30D | -6.6% | -2.8% | -3.8% | -6.1% |
| 3M | +15.7% | -10.9% | +26.6% | +18.4% |
| 6M | +14.1% | -21.3% | +35.5% | +16.8% |
| YTD | -9.3% | -15.9% | +6.5% | -7.6% |
| 1Y | -12.8% | -15.7% | +3.0% | -9.8% |
| All | -12.8% | -15.2% | +2.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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