-13.3%
BKNG vs TRU
+4.5%
-17.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.8% |
| 7D | +12.2% | +9.8% | +2.3% | +7.6% |
| 30D | +7.0% | +30.7% | -23.7% | -5.6% |
| 3M | -18.3% | +3.8% | -22.1% | -19.9% |
| 6M | +1.1% | +21.9% | -20.7% | -8.8% |
| YTD | -20.7% | -2.8% | -17.8% | -22.8% |
| 1Y | -13.3% | +4.8% | -18.1% | -17.7% |
| All | -13.3% | +4.5% | -17.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling