+30.9%
BKNG vs TPR
+403.8%
-372.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -0.7% | +15.1% | -15.8% | -3.9% |
| 3M | -25.0% | +3.5% | -28.5% | -25.7% |
| 6M | +3.4% | +0.4% | +3.0% | +2.5% |
| YTD | -25.0% | +4.6% | -29.6% | -26.9% |
| 1Y | -20.7% | +33.1% | -53.8% | -26.8% |
| 3Y | +30.9% | +396.0% | -365.0% | -11.2% |
| All | +30.9% | +403.8% | -372.8% | -11.2% |
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