+204.0%
BKNG vs TTD
+385.9%
-181.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -10.7% | -7.4% | -3.2% | -9.5% |
| 30D | -18.1% | +3.0% | -21.1% | -18.6% |
| 3M | +8.5% | -27.6% | +36.1% | +13.3% |
| 6M | -0.1% | -49.5% | +49.4% | +9.9% |
| YTD | -18.2% | -63.2% | +45.0% | -5.8% |
| 1Y | -19.9% | -69.7% | +49.9% | -5.0% |
| 3Y | +41.6% | -83.3% | +125.0% | +72.8% |
| 5Y | +93.1% | -80.8% | +173.9% | +116.2% |
| All | +204.0% | +385.9% | -181.9% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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