+25.2%
ABNB vs TXT
+82.8%
-57.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +10.8% | +13.4% | -2.6% | +2.6% |
| 3M | -2.1% | -2.5% | +0.5% | -1.4% |
| 6M | +32.2% | -6.2% | +38.4% | +34.7% |
| YTD | +33.5% | -1.3% | +34.8% | +30.0% |
| 1Y | +47.8% | +4.3% | +43.5% | +38.9% |
| 3Y | +53.3% | +13.2% | +40.1% | +30.7% |
| 5Y | -5.5% | +12.4% | -17.8% | -22.5% |
| All | +25.2% | +82.8% | -57.7% | -8.8% |
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