+209.9%
BKNG vs TRV
+298.6%
-88.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -10.7% | -1.5% | -9.2% | -10.0% |
| 30D | -18.1% | -1.8% | -16.3% | -17.4% |
| 3M | +8.5% | +21.6% | -13.1% | -1.4% |
| 6M | -0.1% | +22.5% | -22.5% | -9.7% |
| YTD | -18.2% | +28.1% | -46.4% | -27.9% |
| 1Y | -19.9% | +37.0% | -56.9% | -31.7% |
| 3Y | +41.6% | +141.9% | -100.3% | -12.4% |
| 5Y | +93.1% | +158.5% | -65.4% | +12.6% |
| All | +209.9% | +298.6% | -88.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling