+91.7%
BKNG vs TPR
+222.0%
-130.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -10.7% | -5.1% | -5.5% | -9.1% |
| 30D | -18.1% | -27.6% | +9.4% | -9.9% |
| 3M | +8.5% | -17.5% | +26.0% | +14.5% |
| 6M | -0.1% | -21.3% | +21.3% | +6.3% |
| YTD | -18.2% | -8.5% | -9.8% | -17.8% |
| 1Y | -19.9% | +11.5% | -31.3% | -25.3% |
| 3Y | +41.6% | +288.0% | -246.4% | -23.1% |
| All | +91.7% | +222.0% | -130.3% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling