+4,820.9%
BKNG vs TMF
-69.4%
+4,890.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -4.0% |
| 7D | -13.1% | -0.9% | -12.2% | -13.2% |
| 30D | -18.5% | -1.0% | -17.6% | -18.7% |
| 3M | +5.8% | -11.3% | +17.0% | +3.9% |
| 6M | -2.1% | -22.7% | +20.6% | -5.8% |
| YTD | -18.6% | -17.3% | -1.3% | -20.8% |
| 1Y | -21.7% | -22.5% | +0.8% | -24.4% |
| 3Y | +40.9% | -43.2% | +84.1% | +32.5% |
| 5Y | +91.0% | -88.3% | +179.3% | +37.9% |
| 10Y | +213.2% | -86.0% | +299.2% | +156.4% |
| All | +4,820.9% | -69.4% | +4,890.3% | +5,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling