+5,384.4%
BKNG vs TMF
-68.9%
+5,453.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -6.0% | -1.4% | -4.6% | -6.2% |
| 30D | -6.6% | -2.8% | -3.8% | -7.0% |
| 3M | +15.7% | -10.9% | +26.6% | +13.7% |
| 6M | +14.1% | -21.3% | +35.5% | +10.1% |
| YTD | -9.3% | -15.9% | +6.5% | -11.6% |
| 1Y | -12.8% | -15.7% | +3.0% | -14.8% |
| 3Y | +58.4% | -43.4% | +101.8% | +48.9% |
| 5Y | +114.1% | -87.8% | +201.9% | +56.0% |
| 10Y | +246.8% | -86.7% | +333.6% | +180.5% |
| All | +5,384.4% | -68.9% | +5,453.3% | +6,366.1% |
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