+27.0%
ABNB vs TLN
+476.4%
-449.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -2.3% |
| 7D | -4.0% | +7.1% | -11.0% | -4.8% |
| 30D | +19.3% | -3.9% | +23.2% | +19.7% |
| 3M | +36.1% | -16.2% | +52.2% | +38.3% |
| 6M | +34.2% | -5.8% | +40.0% | +33.2% |
| YTD | +34.1% | -15.4% | +49.5% | +34.6% |
| 1Y | +45.1% | -16.7% | +61.8% | +45.0% |
| All | +27.0% | +476.4% | -449.4% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling