+29.1%
ABNB vs TCOM
+29.9%
-0.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.8% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | +11.8% | +12.1% | -0.3% | +7.8% |
| 3M | +0.9% | -3.2% | +4.1% | +1.8% |
| 6M | +40.5% | -16.6% | +57.1% | +47.9% |
| YTD | +37.6% | -39.4% | +77.0% | +59.2% |
| 1Y | +54.1% | -41.5% | +95.6% | +80.3% |
| 3Y | +56.8% | +24.4% | +32.4% | +33.8% |
| 5Y | -9.6% | +41.6% | -51.2% | -32.9% |
| All | +29.1% | +29.9% | -0.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling