+15.9%
ABNB vs TSEM
+709.3%
-693.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -0.5% |
| 7D | -9.5% | +0.9% | -10.4% | -9.7% |
| 30D | -9.4% | -16.6% | +7.3% | -6.8% |
| 3M | +29.9% | -10.9% | +40.8% | +28.8% |
| 6M | +26.6% | +78.0% | -51.4% | +2.9% |
| YTD | +23.5% | +77.2% | -53.7% | -1.3% |
| 1Y | +35.8% | +207.6% | -171.7% | -9.4% |
| 3Y | +15.0% | +637.8% | -622.9% | -46.2% |
| 5Y | +1.5% | +617.0% | -615.5% | -51.4% |
| All | +15.9% | +709.3% | -693.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling