+1.5%
ABNB vs TXG
-64.0%
+65.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -9.5% | +5.0% | -14.5% | -10.8% |
| 30D | -9.4% | +13.5% | -22.9% | -12.9% |
| 3M | +29.9% | +128.0% | -98.2% | +2.1% |
| 6M | +26.6% | +224.4% | -197.9% | -11.2% |
| YTD | +23.5% | +307.0% | -283.5% | -19.4% |
| 1Y | +35.8% | +427.2% | -391.4% | -20.1% |
| 3Y | +15.0% | +40.2% | -25.2% | -7.2% |
| 5Y | +1.5% | -64.0% | +65.5% | +2.4% |
| All | +1.5% | -64.0% | +65.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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