+17.6%
ABNB vs TTMI
+857.9%
-840.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.8% | +0.9% |
| 7D | -6.5% | +0.7% | -7.1% | -6.6% |
| 30D | -5.5% | -8.4% | +2.9% | -4.4% |
| 3M | +30.0% | -32.5% | +62.5% | +38.2% |
| 6M | +27.6% | +32.5% | -4.9% | +11.0% |
| YTD | +25.4% | +83.2% | -57.8% | -3.5% |
| 1Y | +38.3% | +161.7% | -123.4% | -8.6% |
| 3Y | +15.5% | +890.1% | -874.6% | -57.7% |
| 5Y | +3.0% | +832.4% | -829.4% | -63.6% |
| All | +17.6% | +857.9% | -840.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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