+15.9%
ABNB vs TFC
+39.0%
-23.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -9.5% | -2.5% | -7.0% | -8.3% |
| 30D | -9.4% | -2.8% | -6.5% | -8.1% |
| 3M | +29.9% | +2.1% | +27.7% | +27.9% |
| 6M | +26.6% | +10.1% | +16.5% | +19.6% |
| YTD | +23.5% | +5.4% | +18.1% | +19.1% |
| 1Y | +35.8% | +16.3% | +19.5% | +24.4% |
| 3Y | +15.0% | +95.9% | -80.9% | -19.3% |
| 5Y | +1.5% | +16.0% | -14.5% | -9.0% |
| All | +15.9% | +39.0% | -23.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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