+29.1%
ABNB vs TSEM
+471.3%
-442.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.9% | +10.1% | +4.2% |
| 7D | -1.7% | +7.0% | -8.6% | -3.0% |
| 30D | +11.8% | -29.8% | +41.6% | +17.1% |
| 3M | +0.9% | -41.9% | +42.8% | +8.3% |
| 6M | +40.5% | -45.8% | +86.2% | +48.7% |
| YTD | +37.6% | +25.1% | +12.5% | +14.4% |
| 1Y | +54.1% | +48.2% | +5.9% | +21.4% |
| 3Y | +56.8% | +476.5% | -419.7% | -26.2% |
| 5Y | -9.6% | +301.4% | -311.0% | -51.1% |
| All | +29.1% | +471.3% | -442.3% | -35.5% |
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