+91.7%
BKNG vs TNA
-24.1%
+115.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | -10.7% | -7.6% | -3.1% | -8.9% |
| 30D | -18.1% | -13.6% | -4.5% | -15.2% |
| 3M | +8.5% | +2.8% | +5.7% | +7.1% |
| 6M | -0.1% | +34.5% | -34.6% | -8.9% |
| YTD | -18.2% | +41.0% | -59.3% | -27.0% |
| 1Y | -19.9% | +52.0% | -71.9% | -30.8% |
| 3Y | +41.6% | +103.5% | -61.9% | +0.6% |
| All | +91.7% | -24.1% | +115.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling