+1.5%
ABNB vs TW
+19.6%
-18.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -9.5% | -2.7% | -6.8% | -8.6% |
| 30D | -9.4% | -1.7% | -7.6% | -8.8% |
| 3M | +29.9% | +1.6% | +28.3% | +28.2% |
| 6M | +26.6% | -17.7% | +44.3% | +35.5% |
| YTD | +23.5% | -4.3% | +27.9% | +23.1% |
| 1Y | +35.8% | -13.1% | +49.0% | +41.1% |
| 3Y | +15.0% | +20.3% | -5.3% | -9.4% |
| 5Y | +1.5% | +22.0% | -20.5% | -23.2% |
| All | +1.5% | +19.6% | -18.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling