+24.8%
ABNB vs TFC
+102.9%
-78.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -4.0% | +2.4% | -6.4% | -5.2% |
| 30D | +19.3% | -1.3% | +20.6% | +20.0% |
| 3M | +36.1% | +6.1% | +30.0% | +30.9% |
| 6M | +34.2% | +7.3% | +26.9% | +27.7% |
| YTD | +34.1% | +8.2% | +25.9% | +26.6% |
| 1Y | +45.1% | +14.4% | +30.7% | +32.3% |
| All | +24.8% | +102.9% | -78.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling