+29.1%
ABNB vs TFC
+39.5%
-10.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.5% |
| 7D | -1.7% | +2.3% | -4.0% | -2.8% |
| 30D | +11.8% | +10.8% | +1.0% | +6.3% |
| 3M | +0.9% | -3.8% | +4.7% | +2.8% |
| 6M | +40.5% | +9.6% | +30.9% | +33.2% |
| YTD | +37.6% | +5.8% | +31.8% | +32.4% |
| 1Y | +54.1% | +16.2% | +38.0% | +41.4% |
| 3Y | +56.8% | +96.0% | -39.2% | +10.3% |
| 5Y | -9.6% | +1.7% | -11.3% | -17.2% |
| All | +29.1% | +39.5% | -10.4% | +15.4% |
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