+10.3%
ABNB vs TPR
+239.8%
-229.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.0% | -2.3% | -1.7% | -2.9% |
| 30D | +19.3% | -23.0% | +42.3% | +32.5% |
| 3M | +36.1% | -12.5% | +48.5% | +42.0% |
| 6M | +34.2% | -21.4% | +55.7% | +45.7% |
| YTD | +34.1% | -3.5% | +37.6% | +30.9% |
| 1Y | +45.1% | +17.4% | +27.8% | +26.9% |
| 3Y | +37.1% | +291.3% | -254.1% | -42.7% |
| All | +10.3% | +239.8% | -229.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling