+25.2%
ABNB vs TMF
-90.8%
+116.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.2% |
| 7D | +6.5% | -8.2% | +14.6% | +6.8% |
| 30D | +9.4% | +5.3% | +4.0% | +9.2% |
| 3M | +0.6% | -8.5% | +9.0% | +0.9% |
| 6M | +33.7% | -17.2% | +50.9% | +34.5% |
| YTD | +33.5% | -23.4% | +56.9% | +34.5% |
| 1Y | +48.8% | -30.2% | +79.1% | +50.2% |
| 3Y | +53.3% | -32.9% | +86.2% | +53.8% |
| 5Y | -12.3% | -88.5% | +76.2% | -14.6% |
| All | +25.2% | -90.8% | +116.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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