-20.4%
BKNG vs TMF
-26.8%
+6.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -10.0% | -5.1% | -4.9% | -8.7% |
| 30D | -18.1% | -4.6% | -13.5% | -17.0% |
| 3M | +6.3% | -16.6% | +22.9% | +10.9% |
| 6M | +0.8% | -19.9% | +20.7% | +4.9% |
| YTD | -18.4% | -20.2% | +1.7% | -15.4% |
| 1Y | -20.4% | -27.7% | +7.3% | -15.7% |
| All | -20.4% | -26.8% | +6.4% | -15.7% |
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