+17.2%
ABNB vs TXT
+69.9%
-52.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -7.4% | +0.8% | -8.3% | -7.9% |
| 30D | -8.2% | -10.4% | +2.3% | -2.4% |
| 3M | +29.1% | -14.3% | +43.5% | +39.8% |
| 6M | +26.6% | -15.1% | +41.7% | +36.9% |
| YTD | +25.0% | -8.3% | +33.3% | +27.8% |
| 1Y | +37.0% | -0.7% | +37.7% | +32.6% |
| 3Y | +16.3% | +6.0% | +10.3% | +3.2% |
| 5Y | +2.2% | +12.5% | -10.3% | -14.0% |
| All | +17.2% | +69.9% | -52.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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