+25.7%
ABNB vs TMF
-89.9%
+115.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -4.0% | -1.4% | -2.5% | -3.9% |
| 30D | +19.3% | -2.8% | +22.1% | +19.4% |
| 3M | +36.1% | -10.9% | +47.0% | +36.5% |
| 6M | +34.2% | -21.3% | +55.6% | +35.0% |
| YTD | +34.1% | -15.9% | +49.9% | +34.6% |
| 1Y | +45.1% | -15.7% | +60.9% | +45.7% |
| 3Y | +37.1% | -43.4% | +80.5% | +37.3% |
| 5Y | +15.2% | -87.8% | +102.9% | +11.3% |
| All | +25.7% | -89.9% | +115.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling