+39.8%
BKNG vs TXN
+69.4%
-29.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -10.7% | +2.0% | -12.6% | -11.0% |
| 30D | -18.1% | -8.0% | -10.1% | -17.0% |
| 3M | +8.5% | -7.8% | +16.3% | +8.9% |
| 6M | -0.1% | +32.4% | -32.5% | -10.2% |
| YTD | -18.2% | +51.7% | -69.9% | -30.0% |
| 1Y | -19.9% | +44.3% | -64.2% | -30.5% |
| All | +39.8% | +69.4% | -29.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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