+209.2%
BKNG vs TPR
+327.7%
-118.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | -10.0% | -3.0% | -7.0% | -9.1% |
| 30D | -18.1% | -22.6% | +4.6% | -11.7% |
| 3M | +6.3% | -18.2% | +24.5% | +12.5% |
| 6M | +0.8% | -18.0% | +18.8% | +5.9% |
| YTD | -18.4% | -6.4% | -12.0% | -18.4% |
| 1Y | -20.4% | +12.3% | -32.7% | -25.5% |
| 3Y | +39.5% | +298.7% | -259.2% | -18.5% |
| 5Y | +92.7% | +232.5% | -139.9% | +16.1% |
| All | +209.2% | +327.7% | -118.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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