+19.7%
ABNB vs TXT
+5.7%
+14.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -2.0% | -11.1% | +9.1% | +2.6% |
| 3M | +29.8% | -13.0% | +42.8% | +36.3% |
| 6M | +31.0% | -16.2% | +47.2% | +39.3% |
| YTD | +28.6% | -8.7% | +37.3% | +30.4% |
| 1Y | +40.1% | -3.8% | +43.8% | +37.9% |
| 3Y | +19.7% | +5.5% | +14.2% | +7.4% |
| All | +19.7% | +5.7% | +14.0% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling