+17.2%
ABNB vs TDY
+51.5%
-34.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | -7.4% | -1.8% | -5.6% | -6.4% |
| 30D | -8.2% | -13.8% | +5.6% | -0.2% |
| 3M | +29.1% | -3.9% | +33.0% | +31.0% |
| 6M | +26.6% | -9.0% | +35.6% | +32.0% |
| YTD | +25.0% | +16.5% | +8.4% | +10.0% |
| 1Y | +37.0% | +9.3% | +27.7% | +25.1% |
| 3Y | +16.3% | +45.1% | -28.8% | -15.3% |
| 5Y | +2.2% | +35.0% | -32.8% | -22.3% |
| All | +17.2% | +51.5% | -34.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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