+56.8%
ABNB vs TCOM
+26.7%
+30.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | +11.8% | +12.1% | -0.3% | +8.8% |
| 3M | +0.9% | -3.2% | +4.1% | +1.5% |
| 6M | +40.5% | -16.6% | +57.1% | +45.9% |
| YTD | +37.6% | -39.4% | +77.0% | +52.9% |
| 1Y | +54.1% | -41.5% | +95.6% | +72.6% |
| 3Y | +56.8% | +24.4% | +32.4% | +49.6% |
| All | +56.8% | +26.7% | +30.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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