+39.1%
BKNG vs TPR
+279.7%
-240.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.1% |
| 7D | -13.1% | -7.3% | -5.8% | -11.6% |
| 30D | -18.5% | -30.7% | +12.2% | -12.3% |
| 3M | +5.8% | -21.6% | +27.4% | +10.8% |
| 6M | -2.1% | -21.3% | +19.2% | +2.1% |
| YTD | -18.6% | -10.2% | -8.5% | -17.8% |
| 1Y | -21.7% | +9.5% | -31.2% | -24.8% |
| All | +39.1% | +279.7% | -240.6% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling