+20.6%
ABNB vs TNA
+23.7%
-3.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -4.4% | +4.1% | -8.5% | -5.8% |
| 30D | -2.0% | -7.6% | +5.7% | +0.6% |
| 3M | +29.8% | +8.1% | +21.8% | +25.1% |
| 6M | +31.0% | +49.0% | -18.0% | +10.1% |
| YTD | +28.6% | +51.7% | -23.1% | +6.3% |
| 1Y | +40.1% | +59.6% | -19.6% | +11.3% |
| 3Y | +19.7% | +118.9% | -99.2% | -27.5% |
| 5Y | +6.5% | -19.2% | +25.6% | -15.2% |
| All | +20.6% | +23.7% | -3.1% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling