+209.9%
BKNG vs TNA
+84.1%
+125.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | -10.7% | -7.6% | -3.1% | -8.7% |
| 30D | -18.1% | -13.6% | -4.5% | -14.9% |
| 3M | +8.5% | +2.8% | +5.7% | +7.0% |
| 6M | -0.1% | +34.5% | -34.6% | -9.7% |
| YTD | -18.2% | +41.0% | -59.3% | -27.7% |
| 1Y | -19.9% | +52.0% | -71.9% | -31.7% |
| 3Y | +41.6% | +103.5% | -61.9% | -1.0% |
| 5Y | +93.1% | -22.5% | +115.6% | +62.2% |
| All | +209.9% | +84.1% | +125.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling