+40.1%
ABNB vs TMF
-21.2%
+61.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -4.4% | +1.0% | -5.4% | -4.6% |
| 30D | -2.0% | -1.8% | -0.1% | -1.7% |
| 3M | +29.8% | -8.2% | +38.1% | +32.0% |
| 6M | +31.0% | -19.5% | +50.5% | +32.7% |
| YTD | +28.6% | -16.0% | +44.6% | +31.7% |
| 1Y | +40.1% | -22.5% | +62.6% | +43.0% |
| All | +40.1% | -21.2% | +61.2% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling