+60.8%
ABNB vs TPR
+407.4%
-346.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +12.0% |
| 7D | +15.6% | +14.2% | +1.4% | +10.7% |
| 30D | +18.3% | +17.1% | +1.2% | +12.4% |
| 3M | +25.3% | -17.7% | +43.0% | +31.6% |
| 6M | +35.8% | -10.2% | +46.0% | +37.6% |
| YTD | +40.0% | +4.9% | +35.1% | +33.7% |
| 1Y | +57.6% | +36.1% | +21.5% | +36.9% |
| 3Y | +60.8% | +416.5% | -355.7% | -28.8% |
| All | +60.8% | +407.4% | -346.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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