+25.7%
ABNB vs TSEM
+764.8%
-739.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -3.2% |
| 7D | -4.0% | +6.9% | -10.8% | -5.2% |
| 30D | +19.3% | +5.3% | +14.0% | +17.8% |
| 3M | +36.1% | -14.9% | +51.0% | +36.4% |
| 6M | +34.2% | +80.0% | -45.8% | +9.2% |
| YTD | +34.1% | +89.4% | -55.3% | +5.8% |
| 1Y | +45.1% | +253.1% | -208.0% | -6.5% |
| 3Y | +37.1% | +642.1% | -605.0% | -35.3% |
| 5Y | +15.2% | +659.1% | -643.9% | -45.4% |
| All | +25.7% | +764.8% | -739.1% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling