+6.5%
ABNB vs TXT
+12.6%
-6.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -2.0% | -11.1% | +9.1% | +5.2% |
| 3M | +29.8% | -13.0% | +42.8% | +40.0% |
| 6M | +31.0% | -16.2% | +47.2% | +43.8% |
| YTD | +28.6% | -8.7% | +37.3% | +31.8% |
| 1Y | +40.1% | -3.8% | +43.8% | +37.6% |
| 3Y | +19.7% | +5.5% | +14.2% | +3.4% |
| 5Y | +6.5% | +12.3% | -5.8% | -13.4% |
| All | +6.5% | +12.6% | -6.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling