+54.1%
ABNB vs TLN
+1.6%
+52.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.2% |
| 7D | -1.7% | +11.0% | -12.7% | -1.9% |
| 30D | +11.8% | +4.9% | +6.9% | +11.4% |
| 3M | +0.9% | +4.9% | -4.0% | +0.6% |
| 6M | +40.5% | +7.1% | +33.4% | +38.7% |
| YTD | +37.6% | +0.3% | +37.3% | +36.9% |
| 1Y | +54.1% | +5.9% | +48.2% | +54.7% |
| All | +54.1% | +1.6% | +52.5% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling