+91.7%
ABNB vs TSLQ
-97.3%
+189.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -5.1% |
| 7D | -4.4% | -8.6% | +4.2% | -5.3% |
| 30D | -2.0% | -24.9% | +22.9% | -5.2% |
| 3M | +29.8% | -1.5% | +31.4% | +32.4% |
| 6M | +31.0% | -18.1% | +49.1% | +31.9% |
| YTD | +28.6% | -0.1% | +28.7% | +34.0% |
| 1Y | +40.1% | -51.4% | +91.4% | +34.0% |
| 3Y | +19.7% | -95.9% | +115.6% | -5.1% |
| All | +91.7% | -97.3% | +189.0% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling