+56.8%
ABNB vs TPR
+403.8%
-347.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +11.8% | +15.1% | -3.3% | +6.8% |
| 3M | +0.9% | +3.5% | -2.6% | -0.5% |
| 6M | +40.5% | +0.4% | +40.0% | +37.6% |
| YTD | +37.6% | +4.6% | +33.0% | +31.5% |
| 1Y | +54.1% | +33.1% | +21.0% | +35.0% |
| 3Y | +56.8% | +396.0% | -339.2% | -32.8% |
| All | +56.8% | +403.8% | -347.0% | -32.8% |
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