+39.8%
BKNG vs TT
+118.5%
-78.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -1.0% | -9.7% | -10.4% |
| 30D | -18.1% | -8.9% | -9.2% | -15.8% |
| 3M | +8.5% | -1.8% | +10.4% | +8.3% |
| 6M | -0.1% | +1.9% | -1.9% | -2.3% |
| YTD | -18.2% | +13.8% | -32.0% | -24.0% |
| 1Y | -19.9% | +6.1% | -26.0% | -23.6% |
| All | +39.8% | +118.5% | -78.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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