-12.8%
BKNG vs TRU
-7.3%
-5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +1.4% |
| 7D | -6.0% | -6.8% | +0.8% | -3.5% |
| 30D | -6.6% | 0.0% | -6.7% | -6.9% |
| 3M | +15.7% | +13.3% | +2.4% | +9.6% |
| 6M | +14.1% | +3.4% | +10.7% | +10.8% |
| YTD | -9.3% | -6.4% | -3.0% | -11.3% |
| 1Y | -12.8% | -9.7% | -3.1% | -15.3% |
| All | -12.8% | -7.3% | -5.5% | -15.3% |
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