+15.5%
ABNB vs TSLQ
-95.6%
+111.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | -6.5% | -6.6% | +0.1% | -7.1% |
| 30D | -5.5% | -24.3% | +18.8% | -7.8% |
| 3M | +30.0% | -3.6% | +33.7% | +31.6% |
| 6M | +27.6% | -12.0% | +39.5% | +29.3% |
| YTD | +25.4% | +1.4% | +24.0% | +29.6% |
| 1Y | +38.3% | -43.6% | +81.9% | +36.2% |
| 3Y | +15.5% | -95.4% | +110.9% | +6.3% |
| All | +15.5% | -95.6% | +111.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling