+825.7%
BKNG vs TT
+4,272.2%
-3,446.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.5% |
| 7D | -7.9% | +1.6% | -9.4% | -8.6% |
| 30D | -15.9% | -7.3% | -8.6% | -12.9% |
| 3M | +11.1% | -2.6% | +13.7% | +11.6% |
| 6M | -0.7% | +5.9% | -6.6% | -4.9% |
| YTD | -15.4% | +15.4% | -30.8% | -22.9% |
| 1Y | -18.5% | +8.2% | -26.8% | -23.7% |
| 3Y | +46.5% | +122.7% | -76.2% | -5.4% |
| 5Y | +98.8% | +145.0% | -46.2% | +21.1% |
| 10Y | +218.4% | +893.7% | -675.4% | -1.7% |
| All | +825.7% | +4,272.2% | -3,446.5% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling