+118.0%
BKNG vs TXG
+22.9%
+95.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -10.7% | +5.0% | -15.7% | -11.4% |
| 30D | -18.1% | +13.5% | -31.6% | -19.8% |
| 3M | +8.5% | +128.0% | -119.5% | -5.1% |
| 6M | -0.1% | +224.4% | -224.5% | -17.7% |
| YTD | -18.2% | +307.0% | -325.2% | -35.2% |
| 1Y | -19.9% | +427.2% | -447.1% | -39.6% |
| 3Y | +41.6% | +40.2% | +1.4% | +23.9% |
| 5Y | +93.1% | -64.0% | +157.1% | +86.8% |
| All | +118.0% | +22.9% | +95.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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