+20.6%
ABNB vs TRU
-15.2%
+35.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.7% |
| 7D | -4.4% | -7.2% | +2.8% | -1.0% |
| 30D | -2.0% | -2.8% | +0.8% | -0.8% |
| 3M | +29.8% | +13.0% | +16.8% | +21.7% |
| 6M | +31.0% | +0.7% | +30.3% | +29.0% |
| YTD | +28.6% | -9.0% | +37.6% | +31.9% |
| 1Y | +40.1% | -16.3% | +56.4% | +48.4% |
| 3Y | +19.7% | -1.1% | +20.8% | +11.7% |
| 5Y | +6.5% | -36.0% | +42.5% | +11.9% |
| All | +20.6% | -15.2% | +35.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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