-9.9%
ABNB vs TMF
-88.6%
+78.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | -1.7% | -9.3% | +7.6% | -1.4% |
| 30D | +11.8% | +1.9% | +9.9% | +11.8% |
| 3M | +0.9% | -11.2% | +12.1% | +1.2% |
| 6M | +40.5% | -17.7% | +58.2% | +41.1% |
| YTD | +37.6% | -24.5% | +62.1% | +38.4% |
| 1Y | +54.1% | -29.4% | +83.6% | +55.0% |
| 3Y | +56.8% | -33.4% | +90.2% | +57.0% |
| All | -9.9% | -88.6% | +78.7% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling