+93.1%
BKNG vs TMF
-88.5%
+181.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.5% |
| 7D | -10.7% | -4.8% | -5.9% | -10.7% |
| 30D | -18.1% | -4.9% | -13.2% | -18.1% |
| 3M | +8.5% | -13.4% | +21.9% | +8.5% |
| 6M | -0.1% | -23.0% | +23.0% | -0.3% |
| YTD | -18.2% | -20.2% | +2.0% | -18.3% |
| 1Y | -19.9% | -26.5% | +6.6% | -20.0% |
| 3Y | +41.6% | -45.2% | +86.8% | +40.3% |
| 5Y | +93.1% | -88.4% | +181.5% | +62.5% |
| All | +93.1% | -88.5% | +181.6% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling