+17.6%
ABNB vs TDG
+132.9%
-115.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.8% |
| 7D | -6.5% | -1.9% | -4.6% | -5.3% |
| 30D | -5.5% | -7.7% | +2.2% | -0.8% |
| 3M | +30.0% | -9.3% | +39.4% | +37.3% |
| 6M | +27.6% | -9.4% | +37.0% | +33.5% |
| YTD | +25.4% | -14.3% | +39.6% | +35.3% |
| 1Y | +38.3% | -11.8% | +50.1% | +45.6% |
| 3Y | +15.5% | +52.0% | -36.5% | -23.1% |
| 5Y | +3.0% | +128.8% | -125.8% | -49.3% |
| All | +17.6% | +132.9% | -115.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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