+58.2%
ABNB vs TLN
+710.8%
-652.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.4% |
| 7D | -1.7% | +11.0% | -12.7% | -3.0% |
| 30D | +11.8% | +4.9% | +6.9% | +10.8% |
| 3M | +0.9% | +4.9% | -4.0% | -0.4% |
| 6M | +40.5% | +7.1% | +33.4% | +37.1% |
| YTD | +37.6% | +0.3% | +37.3% | +34.4% |
| 1Y | +54.1% | +5.9% | +48.2% | +48.7% |
| 3Y | +56.8% | +578.5% | -521.7% | -2.6% |
| All | +58.2% | +710.8% | -652.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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