+13.8%
ABNB vs TNA
+99.7%
-85.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.3% |
| 7D | -9.5% | -7.6% | -1.9% | -7.4% |
| 30D | -9.4% | -13.6% | +4.3% | -5.6% |
| 3M | +29.9% | +2.8% | +27.0% | +28.0% |
| 6M | +26.6% | +34.5% | -7.9% | +13.6% |
| YTD | +23.5% | +41.0% | -17.5% | +8.5% |
| 1Y | +35.8% | +52.0% | -16.2% | +14.8% |
| All | +13.8% | +99.7% | -85.9% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling