+17.6%
ABNB vs TNA
+16.3%
+1.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -6.5% | -7.3% | +0.8% | -3.8% |
| 30D | -5.5% | -14.2% | +8.7% | -0.3% |
| 3M | +30.0% | -4.6% | +34.6% | +31.4% |
| 6M | +27.6% | +36.9% | -9.3% | +10.6% |
| YTD | +25.4% | +42.5% | -17.2% | +6.0% |
| 1Y | +38.3% | +45.8% | -7.5% | +13.8% |
| 3Y | +15.5% | +104.7% | -89.1% | -28.3% |
| 5Y | +3.0% | -21.7% | +24.7% | -16.7% |
| All | +17.6% | +16.3% | +1.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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