+31.3%
ABNB vs TMF
-90.0%
+121.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | +15.6% | +1.2% | +14.4% | +15.5% |
| 30D | +18.3% | +19.7% | -1.5% | +17.5% |
| 3M | +25.3% | -2.1% | +27.4% | +25.3% |
| 6M | +35.8% | -13.4% | +49.3% | +36.3% |
| YTD | +40.0% | -16.7% | +56.7% | +40.6% |
| 1Y | +57.6% | -23.3% | +81.0% | +58.5% |
| 3Y | +60.8% | -24.8% | +85.6% | +60.7% |
| 5Y | -5.8% | -88.0% | +82.3% | -8.2% |
| All | +31.3% | -90.0% | +121.3% | +16.8% |
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